Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games
Jingrui Sun
Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 26 May 2020Accepted: 15 February 2021Published online: 06 May 2021Keywordslinear-quadratic differential game, two-person, zero-sum, open-loop, lower value, upper value, saddle point, Riccati equation, closed-loop representationAMS Subject Headings93E20, 91A23, 49N10, 49N70Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc
Topics & Concepts
MathematicsSaddle pointDifferential gameZero (linguistics)SaddleZero-sum gameMathematical economicsValue (mathematics)Applied mathematicsQuadratic equationStochastic differential equationDifferential (mechanical device)Mathematical optimizationGame theoryStatisticsAerospace engineeringLinguisticsPhilosophyEngineeringGeometryGuidance and Control SystemsMathematical and Theoretical Epidemiology and Ecology ModelsMathematical Biology Tumor Growth