arrow
Volume 30, Issue 1
Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games

Jun Wang

Commun. Math. Res., 30 (2014), pp. 11-22.

Published online: 2021-05

Export citation
  • 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.

  • Keywords

stochastic differential game, saddle point, open loop strategy.

  • AMS Subject Headings

91A23

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{CMR-30-11, author = {Jun and Wang and and 19345 and and Jun Wang}, 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.

Jun Wang. (2021). Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games. Communications in Mathematical Research . 30 (1). 11-22. doi:
Copy to clipboard
The citation has been copied to your clipboard