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TWO-PERSON ZERO-SUM STOCHASTIC LINEAR-QUADRATIC DIFFERENTIAL GAMES

Sun, JR

Sun, JR (corresponding author), Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021; 59 (3): 1804

Abstract

The paper studies the open-loop saddle point and the open-loop lower and upper values, as well as their relationship for two-person zero-sum stochasti......

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