Results 261 to 270 of about 2,781,065 (282)

A Leader-Follower Stochastic Linear Quadratic Differential Game

SIAM Journal on Control and Optimization, 2002
Jiongmin Yong
exaly  

Mixed Zero-Sum Stochastic Differential Game and American Game Options

SIAM Journal on Control and Optimization, 2006
S Hamadène
exaly  

Maximum Principle for Nonzero-Sum Stochastic Differential Game With Delays

IEEE Transactions on Automatic Control, 2015
Zhiyong Yu
exaly  

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

Automatica, 2018
Jie Xiong, Hua Xiao, Guangchen Wang
exaly  

An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

SIAM Journal on Control and Optimization, 2015
Zhiyong Yu
exaly  

Leader–follower stochastic differential game with asymmetric information and applications

Automatica, 2016
Jie Xiong, Guangchen Wang, Jingtao Shi   +2 more
exaly  

An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game

IEEE Transactions on Automatic Control, 2019
Weihai Zhang, Xiushan Jiang, Yaning Lin   +2 more
exaly  

A partial information non-zero sum differential game of backward stochastic differential equations with applications

Automatica, 2012
Guangchen Wang, Zhiyong Yu
exaly  

Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality

SIAM Journal on Control and Optimization, 2013
Zhou Yang, Shanjian Tang
exaly  

Linear-quadratic stochastic Stackelberg differential game with asymmetric information

Science China Information Sciences, 2017
Jie Xiong, Guangchen Wang, Jingtao Shi   +2 more
exaly