Stochastic pursuit-evasion games

DOI10.1016/0022-247X(77)90110-XMaRDI QIDQ1252003zbMATH OpenFDO

Authors Pan-Tai Liu

Publication date 1977

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Ito's Differential EquationsN- Dimensional Wiener ProcessStochastic Lyapunov FunctionStochastic Pursuit-Evasion Games

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

Cites work

• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Optimal Continuous-Parameter Stochastic Control
• Optimal Discounted Stochastic Control for Diffusion Processes

Cited in

(2)

• An efficient inertial type iterative algorithm to approximate the solutions of quasi variational inequalities in real Hilbert spaces
• Optimal evasion of a diffusion process from stable deterministic pursuit

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