05985123

a

05985123 Gao, Xiaoqiu Zhang, Chengke Zhu, Huainian Saddle-point equilibrium of bilinear It\^o stochastic differential games. Zhang, Jun (ed.), Applied informatics and communication. International conference, ICAIC 2011, Xi'an, China, August 20--21, 2011, Proceedings, Part IV. Berlin: Springer (ISBN 978-3-642-23225-1/pbk; 978-3-642-23226-8/ebook). Communications in Computer and Information Science 227, 368-373 (2011). 2011 Berlin: Springer EN stochastic bilinear differential game saddle-point equilibrium

doi:10.1007/978-3-642-23226-8_48

Summary: Based on the principle of stochastic dynamic programming and the concept of value function, in the situation of a time-invariant parameter vector, applying the It\^o differential equation, we discuss the saddle-point equilibrium of bilinear-quadratic two person nonzero-sum stochastic differential games and obtain the optimal control rate.