Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games
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@Article{CMR-30-11,
author = {Wang , Jun},
title = {Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {30},
number = {1},
pages = {11--22},
abstract = {
In this paper, we deal with one kind of two-player zero-sum linear quadratic stochastic differential game problem. We give the existence of an open loop saddle point if and only if the lower and upper values exist.
}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/18983.html} }
TY - JOUR
T1 - Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games
AU - Wang , Jun
JO - Communications in Mathematical Research
VL - 1
SP - 11
EP - 22
PY - 2021
DA - 2021/05
SN - 30
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/18983.html
KW - stochastic differential game, saddle point, open loop strategy.
AB -
In this paper, we deal with one kind of two-player zero-sum linear quadratic stochastic differential game problem. We give the existence of an open loop saddle point if and only if the lower and upper values exist.
Wang , Jun. (2021). Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games.
Communications in Mathematical Research . 30 (1).
11-22.
doi:
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