One kind of linear-quadratic zero-sum stochastic differential game with jumps.
Zhiyong YuBaokai ZhangFeng ZhangPublished in: Int. J. Control (2022)
Keyphrases
- imperfect information
- linear quadratic
- stochastic games
- game theory
- game theoretic
- closed loop
- optimal control
- nash equilibrium
- vector valued
- dynamical systems
- nash equilibria
- repeated games
- gaussian model
- boolean games
- markov chain
- incomplete information
- computer vision
- scale space
- special case
- machine learning
- wavelet transform
- probabilistic model
- bayesian networks