On the solution of a general stochastic linear pursuit-evasion game

DOI10.1080/00207727608941966MaRDI QIDQ4094727zbMATH OpenOpenAlexFDO

Authors William Nichols, chris P. Tsokos

Publication date 1976

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727608941966

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites work

• On a stochastic integral equation of the Volterra type
• On the definition of a stochastic differential game
• Stability of some linear stochastic systems

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