Stochastic differential games and inverse optimal control and stopper policies

DOI10.1080/00207179.2017.1407041zbMATH Open1417.91077OpenAlexW2769575225MaRDI QIDQ4967682FDOQ4967682

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

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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)

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

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