@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} }