Game theory is playing more and important roles in understanding complex systems investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but contrast to most of existing studies, coefficient matrices are assumed be unknown both players, consequently it necessary study adapti...

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve ideal full-information output-feedback problems, obtaining perfect, but non-causal, asymptotic regulation. A characterisation solvability is deduced. point out that problems cannot be solved in practice because they unrealistically require Brownian motion affecting sys...