Cover Image

A Unified Computational Approach for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Wang, Yiyuan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 65H99, 93-08, 91A15, 93D15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
by: Wang, Yiyuan
Published: (2026)

A New Algorithm for Computing the Stabilizing Solution of General Periodic Time-Varying Stochastic Game-Theoretic Riccati Differential Equations
by: Wang, Yiyuan
Published: (2025)

A Convergent Algorithm Based on Deterministic Approximation for a Large Class of Regime-Switching Generalized Stochastic Game-Theoretic Riccati Differential Equations
by: Wang, Yiyuan
Published: (2025)

Stochastic Linear-Quadratic Stackelberg Differential Game with Asymmetric Informational Uncertainties: Robust Optimization Approach
by: Xiang, Na, et al.
Published: (2024)

Robust Incentive Stackelberg Mean Field Stochastic Linear-Quadratic Differential Game with Model Uncertainty
by: Xiang, Na, et al.
Published: (2025)

Three-Level Multi-Leader-Follower Incentive Stackelberg Differential Game with $H_\infty$ Constraint
by: Xiang, Na, et al.
Published: (2024)

Ergodic McKean-Vlasov Games: Verification Theorems and Linear-Quadratic Applications
by: Song, Qingshuo, et al.
Published: (2025)

Generalizations of data-driven balancing: What to sample for different balancing-based reduced models
by: Reiter, Sean, et al.
Published: (2023)

A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
by: Li, Xinpo, et al.
Published: (2025)

Computation of structured stability radii for Dissipative-Hamiltonian systems
by: Benner, Peter, et al.
Published: (2025)

Mean-Variance Stackelberg Games with Asymmetric Information
by: Huang, Yu-Jui, et al.
Published: (2025)

The Small-Gain Condition for Infinite Networks Modeled on $\ell^{\infty}$-Spaces
by: Kawan, Christoph
Published: (2025)

Criterion of Internal Stability of Linear Formations
by: Lakeyev, A. V.
Published: (2024)

Eigenstructure perturbations for a class of Hamiltonian matrices and solutions of related Riccati inequalities
by: Mehrmann, Volker, et al.
Published: (2023)

Closed-loop equilibria for Stackelberg games: a story about stochastic targets
by: Hernández, Camilo, et al.
Published: (2024)

Stochastic Graphon Games with Interventions
by: Neuman, Eyal, et al.
Published: (2025)

Stochastic Games on Large Sparse Graphs
by: Neuman, Eyal, et al.
Published: (2026)

Sliding-Mode Nash Equilibrium Seeking for a Quadratic Duopoly Game
by: Rodrigues, Victor Hugo Pereira, et al.
Published: (2024)

Stochastic Linear-Quadratic Optimal Control Problems with Markovian Regime Switching and $H_\infty$ Constraint under Partial Information
by: Xiang, Na, et al.
Published: (2026)

On the sample complexity of stabilizing linear dynamical systems from data
by: Werner, Steffen W. R., et al.
Published: (2022)

Stability and performance of stochastic economic MPC - Stochastic characterization of the closed-loop asymptotics
by: Schießl, Jonas, et al.
Published: (2025)

Anchoring and Mixed-Norm Contractions in Averaging-Learning Dynamics
by: Popescu, Ionel, et al.
Published: (2026)

Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)

Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026)

Algebraic Riccati Tensor Equations with Applications in Multilinear Control Systems
by: Wang, Yuchao, et al.
Published: (2024)

Coupling optimization algorithms and monotone control systems: Suboptimal model predictive control as an operator splitting scheme
by: Preuster, Till, et al.
Published: (2026)

Adjoint-based optimal control of jump-diffusion processes
by: Bartsch, Jan, et al.
Published: (2025)

$\mathcal{H}_\infty$ model order reduction for quadratic output systems
by: Hillebrecht, Birgit, et al.
Published: (2025)

Stochastic Graphon Games with Memory
by: Neuman, Eyal, et al.
Published: (2024)

Posterior error bounds for prior-driven balancing in linear Gaussian inverse problems
by: König, Josie, et al.
Published: (2026)

Model Reduction for Switched Linear Systems via Generalized Lyapunov Equations
by: Manucci, Mattia, et al.
Published: (2026)

Hiring and firing -- a signaling game
by: Ekström, Erik, et al.
Published: (2024)

Stabilization of Multi Fractional Order Differential Equation with Delay Time and Feedback Control
by: Hassoun, B., et al.
Published: (2024)

Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
by: Ye, Yuxin, et al.
Published: (2025)

A refined nonlinear least-squares method for the rational approximation problem
by: Ackermann, Michael S., et al.
Published: (2026)

Infinite-Horizon Non-Autonomous Zero-Sum Stochastic Recursive Differential Games and HJBI Equations
by: Huang, Sheng, et al.
Published: (2026)

Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)

Algorithm for the CSR expansion of max-plus matrices using the characteristic polynomial
by: Nishida, Yuki
Published: (2023)

Nash Equilibrium Seeking for General Linear Systems with Disturbance Rejection
by: Cai, Xin, et al.
Published: (2021)

Time-limited Balanced Truncation for Data Assimilation Problems
by: König, Josie, et al.
Published: (2022)