Min-max certainty equivalence principle and differential games

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1239(199610)6:8<825::AID-RNC193>3.0.CO;2-S" /><825::AID-RNC193>3.0.CO;2-S 10.1002/(SICI)1099-1239(199610)6:8<825::AID-RNC193>3.0.CO;2-SzbMath0857.93033OpenAlexW1974645430MaRDI QIDQ4717519

Alain Rapaport, Pierre Bernhard

Publication date: 12 March 1997

Full work available at URL: https://doi.org/10.1002/(sici)1099-1239(199610)6:8<825::aid-rnc193>3.0.co;2-s

zbMATH Keywords

certainty equivalence principlenonlinearpartial observationzero-sum differential gamesnonlinear \(H_ \infty\)variable endtime

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36)

Related Items (3)

ON THE COMPENSATION OF IMPERFECT INFORMATION IN DYNAMIC GAMES ⋮ A discrete-time min-max certainty equivalence principle ⋮ A Separation Theorem for Expected Value and Feared Value Discrete Time Control

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