Partially observable linear-quadratic stochastic pursuit-evasion games (Q581353)
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English | Partially observable linear-quadratic stochastic pursuit-evasion games |
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Partially observable linear-quadratic stochastic pursuit-evasion games (English)
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1987
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two-person pursuit-evasion differential game
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additive and multiplicative noises
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partially observable state
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linear nonanticipative strategies
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filtering equation
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optimal closed loop strategies
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Bellman-Isaacs equation
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