Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method

By Libin Mou, Jiongmin Yong. 2006

81 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Public Health, Environmental and Occupational Health

View Paper: https://www.semanticscholar.org/paper/85cfec97e76c1ec22be700a602547ae4f6f0d8dd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Jiongmin Yong

In Finance

1. Jiongmin Yong
2. Jingrui Sun
3. P. J. Graber
4. Jianfeng Zhang
5. Jin Ma
6. Detao Zhang
7. Zhen Wu

In Public Health, Environmental and Occupational Health

1. Jiongmin Yong

Citations in the corpus

• A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations (2011, methodology): “We now present the following result whose proof is standard, making use of the above (see [26] for details).”