Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
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Publication:2574488
zbMath1156.93409MaRDI QIDQ2574488
Publication date: 29 November 2005
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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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