Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†

DOI10.1080/00207728208926413zbMath0495.90096OpenAlexW2074507794MaRDI QIDQ3959775

Yaakov Yavin

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207728208926413

zbMATH Keywords

numerical experimentsNash equilibriumimperfect informationstochastic gamepartial observationNash strategiesweak suboptimal strategiesrandom motion of two pointscomputation of suboptimal Nash strategiesHamilton-Jacobi-Bellman- equationsmotion subject to white noisenumerical iteration procedureprincess and monster game

Mathematics Subject Classification ID

2-person games (91A05) Positional games (pursuit and evasion, etc.) (91A24) Probabilistic games; gambling (91A60)

Related Items (1)

The numerical solution of three stochastic differential games

Cites Work

• Unnamed Item
• A differential game with jump process observations
• Linear-quadratic stochastic pursuit-evasion games
• On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator
• Differential games with noise-corrupted measurements
• Optimal Play in a Stochastic Differential Game
• On Nash equilibrium solutions in stochastic dynamic games
• Computation of nash equilibrium pairs of a stochastic differential game
• The Existence of Value in Stochastic Differential Games
• Diffusion processes with continuous coefficients, I
• On the optimal control of two classes of non-linear distributed parameter systems†

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