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

inverse optimal controlLyapunov functionsmultilinear formspolynomial cost functionsstochastic differential gamesstochastic Hamilton-Jacobi-Isaacs equation

Mathematics Subject Classification ID

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

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Cited in

(3)

• Stochastic optimal control to a nonlinear differential game
• Strategy optimization of controlled evolutionary games on a two-layer coupled network using Lebesgue sampling
• Martingale approach to stochastic differential games of control and stopping

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