Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon∗

Author： Sun Jingrui Yong Jiongmin Zhang Shuguang

E-ISSN： 1262-3377|22|3|743-769

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.22, Iss.3, 2016-06, pp. : 743-769

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