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.
Jun Wang. (2021). Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games.
Communications in Mathematical Research . 30 (1).
11-22.
doi:
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