Dynamic Games for Stochastic Systems with Delay
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Publication:5416954
DOI10.1002/asjc.686zbMath1286.93206MaRDI QIDQ5416954
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
delay; linear matrix inequality; dynamic games; Itô's stochastic differential equation; Karush-Kuhn-Tucker (KKT) conditions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
49N70: Differential games and control
93B52: Feedback control
93E20: Optimal stochastic control
49K35: Optimality conditions for minimax problems
49K45: Optimality conditions for problems involving randomness
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