Partially observable linear-quadratic stochastic pursuit-evasion games (Q581353)

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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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