"A Leader-Follower Stochastic Linear Quadratic Differential Game."

Jiongmin Yong (2002)

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DOI: 10.1137/S0363012901391925

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jiongmin Yong:
A Leader-Follower Stochastic Linear Quadratic Differential Game. SIAM J. Control. Optim. 41(4): 1015-1041 (2002)

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