Linear quadratic Pareto game of the stochastic systems in infinite horizon
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Publication:2275331
DOI10.1007/S10957-019-01553-4zbMATH Open1425.91050OpenAlexW2955392190MaRDI QIDQ2275331FDOQ2275331
Publication date: 2 October 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-019-01553-4
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Cited In (6)
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- On a constrained infinite-time horizon linear quadratic game
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
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