Linear-quadratic stochastic differential games for distributed parameter systems (Q1088935)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear-quadratic stochastic differential games for distributed parameter systems |
scientific article; zbMATH DE number 4001916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic stochastic differential games for distributed parameter systems |
scientific article; zbMATH DE number 4001916 |
Statements
Linear-quadratic stochastic differential games for distributed parameter systems (English)
0 references
1987
0 references
A linear-quadratic differential game with infinite dimensional state space is considered. The system state is affected by disturbance and both players have access to different measurements. Optimal linear strategies for the pursuer and the evader, when they exist, are explicitly determined.
0 references
linear-quadratic differential game
0 references
infinite dimensional state space
0 references
Optimal linear strategies
0 references
0 references
