Stochastic differential games and inverse optimal control and stopper policies

DOI10.1080/00207179.2017.1407041MaRDI QIDQ4967682zbMATH OpenOpenAlexFDO

Authors Tanmay Rajpurohit, Wassim M. Haddad, Wei Sun

Publication date 3 July 2019

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2017.1407041

zbMATH Keywords

Lyapunov functionsstochastic differential gamesmultilinear formsinverse optimal controlpolynomial cost functionsstochastic Hamilton-Jacobi-Isaacs equation

Mathematics Subject Classification ID

2-person games (91A05) Applications of optimal control and differential games (49N90) Stochastic games, stochastic differential games (91A15) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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Cited in

(2)

• Martingale approach to stochastic differential games of control and stopping
• Stochastic optimal control to a nonlinear differential game

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