Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†
DOI10.1080/00207728208926413zbMath0495.90096OpenAlexW2074507794MaRDI QIDQ3959775
Publication date: 1982
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728208926413
numerical experimentsNash equilibriumimperfect informationstochastic gamepartial observationNash strategiesweak suboptimal strategiesrandom motion of two pointscomputation of suboptimal Nash strategiesHamilton-Jacobi-Bellman- equationsmotion subject to white noisenumerical iteration procedureprincess and monster game
2-person games (91A05) Positional games (pursuit and evasion, etc.) (91A24) Probabilistic games; gambling (91A60)
Related Items (1)
Cites Work
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- On the optimal control of two classes of non-linear distributed parameter systems†
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