A differential game with jump process observations

DOI10.1007/BF00934112zbMath0416.90096MaRDI QIDQ754788

D. Kharzeev

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

jump processesnoisy informationtwo-person zero-sum stochastic differential game

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items

The numerical solution of three stochastic differential games ⋮ Stochastic pursuit-evasion differential games in the plane ⋮ Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†

Cites Work

• Role of information in the stochastic zero-sum differential game
• How to track a swarm of fireflies by observing their flashes (Corresp.)
• Estimation and control performance for space-time point-process observations
• Optimal Control of Jump Processes
• Martingales on Jump Processes. I: Representation Results
• Unnamed Item