On the saddle-point solution of a class of stochastic differential games

DOI10.1007/BF00935757zbMath0453.90113OpenAlexW1976985416MaRDI QIDQ1149384

Tamer Başar

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00935757

zbMATH Keywords

stochastic differential gamesinformation structuresaddle-point solutionlinear state dynamicsquadratic objective functionalsconjugate-point conditionsnoisy state information

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

Related Items (7)

Upper and lower values in zero-sum stochastic games with asymmetric information ⋮ Saddle point equilibrium model for uncertain discrete systems ⋮ Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams ⋮ Discrete-time linear-quadratic dynamic games ⋮ The numerical solution of three stochastic differential games ⋮ Stochastic Differential Games and Intricacy of Information Structures ⋮ Stochastic pursuit-evasion differential games in the plane

Cites Work

• Linear-quadratic stochastic pursuit-evasion games
• On the minimax principle and zero-sum stochastic differential games
• Stochastic differential systems. I: Filtering and control. A function space approach
• On the solution of a minimax terminal state estimation problem A Hilbert space approach
• Optimal Continuous-Parameter Stochastic Control

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