Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system (Q5745691)

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scientific article; zbMATH DE number 6252599
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    Linear - quadratic optimal control and nonzero-sum differential game of forward-backward stochastic system
    scientific article; zbMATH DE number 6252599

      Statements

      Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (English)
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      30 January 2014
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      stochastic differential equation
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      optimal control
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      nonzero-sum stochastic differential game
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      linear-quadratic problem
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