Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method

DOI10.3934/jimo.2006.2.95zbMath1152.91305OpenAlexW1988097234MaRDI QIDQ873709

Libin Mou, Jiong-min 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

Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

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