Dynamic Games for Stochastic Systems with Delay

DOI10.1002/asjc.686zbMath1286.93206OpenAlexW2108279899MaRDI QIDQ5416954

Hiroaki Mukaidani

Publication date: 15 May 2014

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.686

zbMATH Keywords

delaylinear matrix inequalitydynamic gamesItô's stochastic differential equationKarush-Kuhn-Tucker (KKT) conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Feedback control (93B52) Optimal stochastic control (93E20) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45)

Related Items (6)

Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon ⋮ Optimal Control of Finite-Valued Networks ⋮ Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game ⋮ Linear quadratic Pareto game of the stochastic systems in infinite horizon ⋮ Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon ⋮ Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game

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