A differential game with jump process observations

DOI10.1007/BF00934112MaRDI QIDQ754788zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1980

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

Full work available at URL https://doi.org/10.1007/BF00934112

zbMATH Keywords

jump processesnoisy informationtwo-person zero-sum stochastic differential game

Mathematics Subject Classification ID

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

Cites work

• Estimation and control performance for space-time point-process observations
• How to track a swarm of fireflies by observing their flashes (Corresp.)
• scientific article; zbMATH DE number 3542299 (Why is no real title available?)
• Martingales on Jump Processes. I: Representation Results
• Optimal Control of Jump Processes
• Role of information in the stochastic zero-sum differential game

Cited in

(3)

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

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