Op en Lo op Saddle Point on Linear Quadratic Sto chastic Differential Games |
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| Authors: | WANG JUN |
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| Affiliation: | [1]School of Basic Science, Changchun University of Technology, 130012 [2]College of Mathematics, Jilin University, Changchun, 130012 |
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| Abstract: | ![]()
In this paper,we deal with one kind of two-player zero-sum linear quadratic stochastic differential game problem.We give the existence of an open loop saddle point if and only if the lower and upper values exist. |
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| Keywords: | stochastic differential game saddle point open loop strategy |
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