Necessary and sufficient conditions for Nash equilibria in LQ stochastic games with random coefficients are derived via convex analysis, FBSΔEs, and constrained Riccati equations that enable closed-loop feedback representations.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
Necessary and sufficient conditions for Nash equilibria in LQ stochastic games with random coefficients are derived via convex analysis, FBSΔEs, and constrained Riccati equations that enable closed-loop feedback representations.