Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points

标题
Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points
作者
关键词
-
出版物
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 52, Issue 6, Pages 4082-4121
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2014-12-19
DOI
10.1137/140953642

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