An approach-evasion differential game: stochastic guide

DOI10.1134/S0081543810060167zbMATH Open1250.49039OpenAlexW2048833891MaRDI QIDQ643772FDOQ643772

Authors N. N. Krasovskii, A. N. Kotel'nikova

Publication date 2 November 2011

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543810060167

zbMATH Keywords

Lyapunov functionstrategyIto equationapproach-evasion alternativeprobabilistic process

Mathematics Subject Classification ID

Differential games and control (49N70) Pursuit and evasion games (49N75) Positional games (pursuit and evasion, etc.) (91A24)

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Cites work

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• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• Stochastic stability and control

Cited in

(17)

• Problems of conflict control
• Optimal systems of a combination of control and observation
• Guidance-evasion differential game: alternative solvability and relaxations of the guidance problem
• scientific article; zbMATH DE number 1841886 (Why is no real title available?)
• Stochastic guide for a time-delay object in a positional differential game
• Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
• scientific article; zbMATH DE number 1976989 (Why is no real title available?)
• Approximate capture in Gromov-Hausdorff close spaces
• Unification of differential games, generalized solutions of the Hamilton-Jacobi equations, and a stochastic guide
• Extremal shift rule for continuous-time zero-sum Markov games
• The game problem on the delichobrachistochrone
• scientific article; zbMATH DE number 3948044 (Why is no real title available?)
• Approximation of value function of differential game with minimal cost
• On a sufficient condition for nonlinear position games of encounter
• Nikolai Nikolaevich Krasovskii (on the 90th anniversary of his birth)
• The evasion problem in nonstationary differential games
• Differential game with discrete stopping time

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