On the computation of the value of a differential game on the minimax of a positional functional (Q2736213)
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: On the computation of the value of a differential game on the minimax of a positional functional |
scientific article; zbMATH DE number 1638447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the computation of the value of a differential game on the minimax of a positional functional |
scientific article; zbMATH DE number 1638447 |
Statements
29 August 2001
0 references
On the computation of the value of a differential game on the minimax of a positional functional (English)
0 references
This paper is concerned with a linear differential game with a cost which is the sum of function of the trajectory at different-prescribed in advance-times. This zero-sum game is related to a stochastic program of max-min associated to an auxiliary stochastic systems. The goal of the present paper is to establish and investigate this connection between differential game and stochastic model.
0 references
