Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
DOI10.1016/j.jfranklin.2021.08.022zbMath1472.93201OpenAlexW3197975722MaRDI QIDQ2235433
Weihai Zhang, Chenchen Peng, Limin Ma
Publication date: 21 October 2021
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.08.022
stochastic cooperative linear-quadratic dynamic difference gamestochastic multiobjective optimal control
Cooperative games (91A12) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
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Cites Work
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