Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152)
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scientific article; zbMATH DE number 7669357
Language | Label | Description | Also known as |
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English | Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games |
scientific article; zbMATH DE number 7669357 |
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Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (English)
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29 March 2023
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stochastic differential game
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linear-quadratic
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two-person
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zero-sum
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Stackelberg equilibrium
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Nash equilibrium
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Riccati equation
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closed-loop representation
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