It is well known that in classical control theory, the controller has a certain objective to
achieve, and the plant to be controlled does not have its own objective. However, this is not …

This paper is concerned with two-person mean-field linear-quadratic non-zero sum
stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash …

In this paper, we consider the two-player linear–quadratic mean field stochastic differential
game (LQ-MF-SZSDG), where the expected values of state and players' control variables …

In this note, we consider the linear-quadratic stochastic zero-sum differential game (LQ-
SZSDG) for the Markov jump system (MJS) driven by Brownian motion. Unlike previous work …

We consider two-player risk-sensitive zero-sum differential games (RSZSDGs). In our
problem setup, both the drift term and the diffusion term in the controlled stochastic …

We study the closed-loop solvability of a stochastic linear quadratic optimal control problem
for systems governed by stochastic evolution equations. This solvability is established by …

The paper is concerned with a zero-sum Stackelberg stochastic linear-quadratic (LQ)
differential game over finite horizons. Under a fairly weak condition, the Stackelberg …

The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic
differential games over finite horizons. By a Hilbert space method, a necessary condition …

The linear quadratic differential game plays an important role in many fields. It is well known
that the saddle point of linear quadratic differential game is given in a feedback form with a …

In this paper, inspired by various stochastic linear-quadratic (LQ, for short) problems, we
develop the method of continuation to study nonlinear forward–backward stochastic …