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Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points.

Jingrui SunJiongmin Yong
Published in: SIAM J. Control. Optim. (2014)
Keyphrases
  • closed loop
  • linear quadratic
  • open loop
  • control system
  • feedback control
  • control scheme
  • control law
  • pid controller
  • mathematical model
  • computer vision
  • special case