Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games.

Beniamin Goldys James Yang Zhou Zhou

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

linear quadratic
game theory
stochastic games
nash equilibria
closed loop
optimal control
boolean games
vector valued
repeated games
dynamical systems
game theoretic
incomplete information
gaussian model
nash equilibrium
imperfect information
support vector
dynamic programming