Abstract: In this technical note a two person noncooperative stochastic differential game described by a linear stochastic equation with a Brownian motion and a payoff that is the exponential of a ...

Abstract: In this technical note an optimal control problem for a linear stochastic system with Brownian motion and a cost that is an exponential of a quadratic functional of the state and the control ...

Functions are fundamental in mathematics, describing relationships between inputs and outputs. For instance, linear functions are used to describe proportional relationships such as calculating cost ...