Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
نویسندگان
چکیده
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 1 March 2021Accepted: 22 August 2021Published online: 04 January 2022Keywordssingular perturbation, stochastic differential game, Riccati equation, linear quadratic, zero sum, slow-fast, two scaleAMS Subject Headings34E13, 34D15, 93C70, 91A15Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial and Applied MathematicsCODEN: sjcodc
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2022
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/21m1401802