Numerical approaches to linear-quadratic differential games with imperfect observations

DOI10.1016/0016-0032(83)90061-3zbMath0525.90108OpenAlexW1971411839MaRDI QIDQ593991

Arunabha Bagchi, Geert Jan Olsder

Publication date: 1983

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(83)90061-3

zbMATH Keywords

continuous-time integro-partial differential equationsexistence of saddle-point solutionsnoise corrupted state and measurementtwo-person pursuit-evasion stochastic differential game

Mathematics Subject Classification ID

Game theory (91A99) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Positional games (pursuit and evasion, etc.) (91A24)

Related Items (3)

Linear-quadratic stochastic differential games for distributed parameter systems ⋮ Advantageous strategies in differential games for a class of suboptimal control laws ⋮ StarCraft adversary-agent challenge for pursuit-evasion game

Cites Work

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• Linear-quadratic stochastic pursuit-evasion games
• On Nash equilibrium solutions in stochastic dynamic games

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