Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691)

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scientific article; zbMATH DE number 6252599
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Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system
scientific article; zbMATH DE number 6252599

    Statements

    Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (English)
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    30 January 2014
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    stochastic differential equation
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    optimal control
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    nonzero-sum stochastic differential game
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    linear-quadratic problem
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