Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps.

Haiyang Wang Zhen Wu

Published in: Int. J. Control (2022)

Keyphrases

linear quadratic
game theory
nash equilibria
stochastic games
optimal control
boolean games
closed loop
vector valued
dynamical systems
repeated games
nash equilibrium
incomplete information
game theoretic
gaussian model
markov chain
video sequences