Year: 2014
Author: Jun Wang
Communications in Mathematical Research , Vol. 30 (2014), Iss. 1 : pp. 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2014-CMR-18983
Communications in Mathematical Research , Vol. 30 (2014), Iss. 1 : pp. 11–22
Published online: 2014-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: stochastic differential game saddle point open loop strategy.