Partially observable linear-quadratic stochastic pursuit-evasion games

DOI10.1016/0898-1221(87)90103-9zbMath0626.93067OpenAlexW2072779990MaRDI QIDQ581353

Jianyong Qiao, Sumit K. Garg

Publication date: 1987

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(87)90103-9

zbMATH Keywords

Bellman-Isaacs equationadditive and multiplicative noisesfiltering equationlinear nonanticipative strategiesoptimal closed loop strategiespartially observable statetwo-person pursuit-evasion differential game

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Estimation and detection in stochastic control theory (93E10) Dynamic programming (90C39) Positional games (pursuit and evasion, etc.) (91A24) Probabilistic games; gambling (91A60)

Cites Work

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