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]
@article{Yu15a,
title = {An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach},
author = {Zhiyong Yu},
year = {2015},
doi = {10.1137/130947465},
url = {http://dx.doi.org/10.1137/130947465},
researchr = {https://researchr.org/publication/Yu15a},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {53},
number = {4},
pages = {2141-2167},
}