Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching

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Publication Details

Journal
SIAM Journal on Control and Optimization
Published
2024-12-11
DOI
https://doi.org/10.1137/23m1581984
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.54

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article

Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching

Panpan Zhang, Zuo Quan Xu
1 citations
SIAM Journal on Control and Optimization
Stochastic processes and financial applications
0.54
article

Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching

Panpan Zhang, Zuo Quan Xu
article en
1 citations

Abstract

No abstract available for this paper.
SIAM Journal on Control and OptimizationVol. 62(6)
Hong Kong Polytechnic University (HK), Shandong University (CN)
National Natural Science Foundation of China, Research Grants Council, University Grants Committee, Hong Kong Polytechnic University
Openalex Percentile: Top 28%
Stochastic processes and financial applications
0.54
DOISourceOpenAlex
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