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

infinite dimensional state spacelinear-quadratic differential gameOptimal linear strategies

Mathematics Subject Classification ID

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

Review text

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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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)

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

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