Open Loop Saddle Point on Linear Quadratic Stochastic Differential Games

被引：0

作者：

WANG JUN

机构：

[1] School of Basic Science,Changchun University of Technology

[2] College of Mathematics,Jilin University

来源：

Communications in Mathematical Research | 2014年 / 30卷 / 01期

关键词：

stochastic differential game; saddle point; open loop strategy;

D O I：

10.13447/j.1674-5647.2014.01.002

中图分类号：

O225 [对策论（博弈论）];

学科分类号：

070105 ; 1201 ;

摘要：

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.

引用

页码：11 / 22

页数：12