Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach

16 references·5 citing·34 second hop

FromToDepth

this work references cited by second hop

References

1982Dynamic Noncooperative Game Theory4,057 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
2007Forward-Backward Stochastic Differential Equations and their Applications675 cited
1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
1995Solution of forward-backward stochastic differential equations402 cited
2013Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations333 cited
2012Time-Inconsistent Stochastic Linear--Quadratic Control268 cited
1995Zero-sum stochastic differential games and backward equations235 cited
2008Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations200 cited
2002A Leader-Follower Stochastic Linear Quadratic Differential Game185 cited
2003General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations172 cited
2007Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations166 cited
2015On well-posedness of forward–backward SDEs—A unified approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

151 cited

2010A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications94 cited

2011A partial information non-zero sum differential game of backward stochastic differential equations with applications90 cited

Cited by

2019Controllability of Stochastic Game-Based Control Systems44 cited
2018Risk-Sensitive Zero-Sum Differential Games43 cited
2020Linear–quadratic mean field stochastic zero-sum differential games36 cited
2021Mean-field linear-quadratic stochastic differential games in an infinite horizon25 cited
2020Two-player zero-sum stochastic differential games with regime switching23 cited