Linear-quadratic stochastic differential games for distributed parameter systems

DOI10.1016/0898-1221(87)90108-8MaRDI QIDQ1088935zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1987

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://research.utwente.nl/en/publications/linearquadratic-stochastic-differential-games-for-distributed-parameter-systems(53bdaf40-1ee5-4694-921c-1eed9ba971e3).html

zbMATH Keywords

linear-quadratic differential gameinfinite dimensional state spaceOptimal linear strategies

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Game theory (91A99) Positional games (pursuit and evasion, etc.) (91A24)

Recommendations

• scientific article; zbMATH DE number 954507
• Linear-quadratic stochastic differential games with general noise processes
• scientific article; zbMATH DE number 3954689
• scientific article; zbMATH DE number 3871158
• scientific article; zbMATH DE number 4156244

Cites work

• scientific article; zbMATH DE number 3873824 (Why is no real title available?)
• scientific article; zbMATH DE number 3366787 (Why is no real title available?)
• Linear-quadratic stochastic pursuit-evasion games
• Numerical approaches to linear-quadratic differential games with imperfect observations
• On Nash equilibrium solutions in stochastic dynamic games
• Optimal Control of Stochastic Linear Distributed Parameter Systems

Cited in

(9)

• Stochastic Optimal Design for Unknown Linear Discrete‐Time System Zero‐Sum Games in Input‐Output form Under Communication Constraints
• Guaranteeing cost strategies for linear quadratic differential games under uncertain dynamics
• Differential games for weakly coupled large-scale linear stochastic systems with an \(H_\infty\)-constraint
• Stochastic linear quadratic differential games in a state feedback setting with sampled measurements
• Partially observable linear-quadratic stochastic pursuit-evasion games
• scientific article; zbMATH DE number 3920256 (Why is no real title available?)
• Linear Quadratic Differential Games: An Overview
• scientific article; zbMATH DE number 440587 (Why is no real title available?)
• Closed-loop syntheses for quadratic differential game of distributed systems

This page was built for publication: Linear-quadratic stochastic differential games for distributed parameter systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1088935)