On the existence and uniqueness of closed-loop sampled-data nash controls in linear-quadratic stochastic differential games
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Publisher
Springer-Verlag
Link
http://link.springer.com/content/pdf/10.1007/BFb0036394.pdf
Reference6 articles.
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4. A.W. Starr and Y.C. Ho, “Nonzero-sum Differential Games”, J.Optimization Theory and Applications, 3, 3, 1969, 184–206.
5. M. Simaan and J.B. Cruz, Jr., “Sampled-data Nash controls in nonzero-sum differential games”, Int.J.Control, 17, 6, 1973, 1201–1209.
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