Open-loop and closed-loop Nash equilibria for the LQ stochastic difference game

DOI10.1016/J.CAM.2023.115746MaRDI QIDQ6489258FDO

Authors Wenhui Gao, Yaning Lin

Publication date 19 April 2024

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

open-loop Nash equilibriumclosed-loop Nash equilibriumclosed-loop representationstochastic difference game

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Stochastic difference equations (39A50)

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Cites work

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Cited in

(1)

• Open-loop and closed-loop local and remote stochastic nonzero-sum game with inconsistent information structure

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