A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise.

Tyrone E. Duncan Bozenna Pasik-Duncan

Published in: CDC (2020)

Keyphrases

nash equilibrium
vector valued
real time
dynamical systems
game theoretic
nash equilibria
imperfect information
linear quadratic
image analysis
probabilistic model
repeated games