Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
DOI10.3934/DCDS.2015.35.5435zbMATH Open1341.49048OpenAlexW2526518493MaRDI QIDQ255505FDOQ255505
Authors: T. E. Duncan 
Publication date: 9 March 2016
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5435
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Optimal stochastic control (93E20)
Cites Work
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Cited In (8)
- Solvable stochastic differential games in rank one compact symmetric spaces
- Stochastic Differential Games in a Non-Markovian Setting
- The stochastic linear quadratic control problem with singular estimates
- Linear-quadratic stochastic differential games with general noise processes
- Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method
- Title not available (Why is that?)
- Some partially observed multi-agent linear exponential quadratic stochastic differential games
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
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