Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with N-players

Huai-nian Zhu, Cheng-ke Zhang. Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with N-players. Oper. Res. Lett., 44(3):307-312, 2016. [doi]

@article{ZhuZ16-4,
  title = {Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with N-players},
  author = {Huai-nian Zhu and Cheng-ke Zhang},
  year = {2016},
  doi = {10.1016/j.orl.2016.02.010},
  url = {http://dx.doi.org/10.1016/j.orl.2016.02.010},
  researchr = {https://researchr.org/publication/ZhuZ16-4},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {44},
  number = {3},
  pages = {307-312},
}