An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

Zhiyong Yu. An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach. SIAM J. Control and Optimization, 53(4):2141-2167, 2015. [doi]

Abstract

Abstract is missing.