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zbMath0659.90102MaRDI QIDQ3809612

Agamirza E. Bashirov

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal strategies stochastic noise correlated noises semigroup operator Gaussian Wiener processes linear optimal filtration problem two-person linear-quadratic continuous-time games

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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