@Article{CMR-30-1, author = {Wang, Jun}, title = {Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games}, journal = {Communications in Mathematical Research }, year = {2014}, 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/2014-CMR-18983}, url = {https://global-sci.com/article/81734/open-loop-saddle-point-on-linear-quadratic-stochastic-differential-games} }