Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon

DOI10.1016/j.automatica.2018.04.044zbMath1416.91034OpenAlexW2807289721MaRDI QIDQ1797131

Yaning Lin, Xiushan Jiang, Weihai Zhang

Publication date: 17 October 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.044

zbMATH Keywords

Pareto optimalitystochastic systemscooperative differential gameLQ stochastic optimal control theory

Mathematics Subject Classification ID

Cooperative games (91A12) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)

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Pareto-based Stackelberg differential game for stochastic systems with multi-followers, A kind of linear‐quadratic Pareto cooperative differential game with partial information, Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps, Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game, Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon, Linear quadratic Pareto game of the stochastic systems in infinite horizon, Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game

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