The LQG Game Against Nature

DOI10.1007/978-0-8176-4834-3_17zbMath1179.91027OpenAlexW137772620MaRDI QIDQ3646718

Meir Pachter

Publication date: 27 November 2009

Published in: Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4834-3_17

zbMATH Keywords

stochastic dynamic programmingstochastic gameLQG game

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15)

Related Items

Discrete-time linear-quadratic dynamic games

Cites Work

• Stochastic models, estimation, and control. Vol. 2,3
• Optimal MAV operations in an uncertain environment