2 papers
math.OC2025
Discrete-Time LQ Stochastic Two Person Nonzero Sum Difference Games With Random Coefficients:~Closed-Loop Nash Equilibrium
Qingxin Meng, Yiwei Wu
This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works,…
math.OC2025
Discrete-Time LQ Stochastic Two-Person Nonzero-Sum Difference Games with Random Coefficients:~Open-Loop Nash Equilibrium
Yiwei Wu, Xun Li, Qingxin Meng
This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and s…