Linear Exponential Quadratic Stochastic Differential Games

DOI10.1109/TAC.2015.2510983MaRDI QIDQ2980402zbMATH OpenFDO

Authors T. E. Duncan

Publication date 3 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2015.2510983

Mathematics Subject Classification ID

Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Differential games (aspects of game theory) (91A23)

Cited in

(12)

• On linear-quadratic Gaussian dynamic games
• Linear-quadratic mean-field-type games: a direct method
• Some partially observed multi-agent linear exponential quadratic stochastic differential games
• Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information
• Solvable stochastic differential games in rank one compact symmetric spaces
• scientific article; zbMATH DE number 5172382 (Why is no real title available?)
• Robust risk‐sensitive control
• Differential dynamic programming for finite‐horizon zero‐sum differential games of nonlinear systems
• Partially observed multi-player stochastic differential games under directed graphs
• Optimal regulators for mean-field stochastic system with state-dependent weight costs
• LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
• Linear quadratic stochastic integral games and related topics

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