On the solution of a general stochastic linear pursuit-evasion game

DOI10.1080/00207727608941966zbMath0328.93019OpenAlexW2031645079MaRDI QIDQ4094727

William Nichols, Chris P. Tsokos

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/00207727608941966

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites Work

• Stability of some linear stochastic systems
• On a stochastic integral equation of the Volterra type
• On the definition of a stochastic differential game

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