Stochastic Descriptor Pursuit Game
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10559-024-00684-5.pdf
Reference25 articles.
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2. A. Friedman, “Stochastic differential games,” J. Diff. Eq., Vol. 11, Iss. 1, 79–108 (1972). https://doi.org/10.1016/0022-0396(72)90082-4.
3. H. Zhou, H. Zhu, and C. Zhang, “Linear quadratic Nash differential games of stochastic singular systems,” J. Systems Sci. and Inform., Vol. 2, Iss. 6, 553–560 (2014). https://doi.org/10.1515/JSSI-2014-0553.
4. K. M. Ramachandran and C.P. Tsokos, Stochastic Differential Games, Atlantis Press, Paris–Amsterdam–Beijing (2012).
5. R. Carmona, Lectures on BSDEs, Stochastic Control and Stochastic Differential Games with Financial Applications, Philadelphia, SIAM (2016). https://doi.org/10.1137/1.9781611974249.
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