Results 141 to 150 of about 3,170 (165)
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Linear Exponential Quadratic Stochastic Differential Games
IEEE Transactions on Automatic Control, 2016In this technical note a two person noncooperative stochastic differential game described by a linear stochastic equation with a Brownian motion and a payoff that is the exponential of a quadratic functional in the state and the control strategies of the two players is explicitly solved. The optimal strategies form a Nash equilibrium.
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Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information
IEEE Transactions on Automatic Control, 2023Shuangwu Shuangwu
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A Leader-Follower Stochastic Linear Quadratic Differential Game
SIAM Journal on Control and Optimization, 2002Jiongmin Yong
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Mixed Zero-Sum Stochastic Differential Game and American Game Options
SIAM Journal on Control and Optimization, 2006S Hamadène
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Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays
IEEE Transactions on Automatic Control, 2015Zhiyong Yu
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Leader–follower stochastic differential game with asymmetric information and applications
Automatica, 2016Jie Xiong +2 more
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An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
IEEE Transactions on Automatic Control, 2019Weihai Zhang +2 more
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