Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system
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Publication:5745691
DOI10.1002/asjc.406zbMath1282.93280MaRDI QIDQ5745691
Publication date: 30 January 2014
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.406
optimal control; stochastic differential equation; linear-quadratic problem; nonzero-sum stochastic differential game
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
49N70: Differential games and control
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
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