Stochastic pursuit-evasion games

DOI10.1016/0022-247X(77)90110-XzbMath0392.93028MaRDI QIDQ1252003

Pan-Tai Liu

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Ito's Differential EquationsN- Dimensional Wiener ProcessStochastic Lyapunov FunctionStochastic Pursuit-Evasion Games

Mathematics Subject Classification ID

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

Related Items (2)

An efficient inertial type iterative algorithm to approximate the solutions of quasi variational inequalities in real Hilbert spaces ⋮ Optimal evasion of a diffusion process from stable deterministic pursuit

Cites Work

• Optimal Discounted Stochastic Control for Diffusion Processes
• Optimal Continuous-Parameter Stochastic Control
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