Numerical approaches to linear-quadratic differential games with imperfect observations (Q593991)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approaches to linear-quadratic differential games with imperfect observations |
scientific article |
Statements
Numerical approaches to linear-quadratic differential games with imperfect observations (English)
0 references
1983
0 references
two-person pursuit-evasion stochastic differential game
0 references
existence of saddle-point solutions
0 references
continuous-time integro-partial differential equations
0 references
noise corrupted state and measurement
0 references
