Multistage stochastic linear differential game with decision-time constraint

DOI10.1080/00207728208926410zbMath0489.90091OpenAlexW1974804645MaRDI QIDQ3951934

C. K. Lau, Cornelius T. Leondes

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926410

zbMATH Keywords

optimal strategylinear systemimperfect informationworst case analysiscertainty equivalencesaddle point strategiesseparation principlesquadratic coststwo playersdecision-time constraintmultistage differential gamenoisy state measurement

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites Work

• Stochastic processes and filtering theory
• Some Thoughts on the Minimax Principle
• Some Effects of Measurement Uncertainty in Linear Multistage Games
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