Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method
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Publication:873709
DOI10.3934/JIMO.2006.2.95zbMATH Open1152.91305OpenAlexW1988097234MaRDI QIDQ873709FDOQ873709
Authors: Libin Mou, Jiongmin Yong 
Publication date: 30 March 2007
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2006.2.95
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Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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