Linear-quadratic stochastic differential games for distributed parameter systems

DOI10.1016/0898-1221(87)90108-8zbMath0617.90109OpenAlexW2158758386MaRDI QIDQ1088935

B. George

Publication date: 1987

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://research.utwente.nl/en/publications/linearquadratic-stochastic-differential-games-for-distributed-parameter-systems(53bdaf40-1ee5-4694-921c-1eed9ba971e3).html

zbMATH Keywords

linear-quadratic differential gameinfinite dimensional state spaceOptimal linear strategies

Mathematics Subject Classification ID

Game theory (91A99) Differential games (aspects of game theory) (91A23) Positional games (pursuit and evasion, etc.) (91A24)

Cites Work

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• Numerical approaches to linear-quadratic differential games with imperfect observations
• Linear-quadratic stochastic pursuit-evasion games
• On Nash equilibrium solutions in stochastic dynamic games
• Optimal Control of Stochastic Linear Distributed Parameter Systems

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