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 - <p style="text-align: justify;">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.</p>