On linear-quadratic Gaussian continuous-time Nash games

DOI10.1007/BF00934565zbMATH Open0505.90091OpenAlexW1966474386MaRDI QIDQ1836596FDOQ1836596

Authors: George P. Papavassilopoulos 

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934565

zbMATH Keywords

existence of a unique solutionstochastic Nash gameslinear-quadratic Gaussian continuous-time Nash games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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