Linear-quadratic stochastic differential games for distributed parameter systems (Q1088935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic stochastic differential games for distributed parameter systems |
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Linear-quadratic stochastic differential games for distributed parameter systems (English)
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1987
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A linear-quadratic differential game with infinite dimensional state space is considered. The system state is affected by disturbance and both players have access to different measurements. Optimal linear strategies for the pursuer and the evader, when they exist, are explicitly determined.
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linear-quadratic differential game
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infinite dimensional state space
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Optimal linear strategies
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