A nonlinear partially observed differential game with a finite-dimensional information state

DOI10.1016/0167-6911(95)00005-TzbMath0877.93126MaRDI QIDQ672698

S. Yuliar, Matthew R. James

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Isaacs equationFinite-dimensional solutionNonlinear differential gamesPartial observations

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) (H^infty)-control (93B36) Probabilistic games; gambling (91A60)

Related Items (1)

Robust adaptive control for linear systems with unknown parameters

Cites Work

• Unnamed Item
• Unnamed Item
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
• Partially Observed Differential Games, Infinite-Dimensional Hamilton–Jacobi–Isaacs Equations, and Nonlinear $H_\infty $ Control
• On the Separation Theorem of Stochastic Control

This page was built for publication: A nonlinear partially observed differential game with a finite-dimensional information state