One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725)
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scientific article; zbMATH DE number 7536223
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| English | One kind of linear-quadratic zero-sum stochastic differential game with jumps |
scientific article; zbMATH DE number 7536223 |
Statements
One kind of linear-quadratic zero-sum stochastic differential game with jumps (English)
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3 June 2022
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stochastic linear-quadratic problem
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differential game
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saddle point
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Riccati equation
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two-person zero-sum
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0.8528631925582886
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0.8491126298904419
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0.845106303691864
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0.8420501351356506
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0.8378093838691711
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