Stochastic differential games and inverse optimal control and stopper policies

DOI10.1080/00207179.2017.1407041zbMath1417.91077OpenAlexW2769575225MaRDI QIDQ4967682

Tanmay Rajpurohit, Wei Sun, Wassim M. Haddad

Publication date: 3 July 2019

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2017.1407041

zbMATH Keywords

Lyapunov functionsmultilinear formsstochastic differential gamesinverse optimal controlpolynomial cost functionsstochastic Hamilton-Jacobi-Isaacs equation

Mathematics Subject Classification ID

2-person games (91A05) Applications of optimal control and differential games (49N90) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic games, stochastic differential games (91A15)

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