A discrete-time homing problem with two optimizers

DOI10.3390/G14060068MaRDI QIDQ6555657zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 14 June 2024

Published in Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/G14060068

zbMATH Keywords

difference equationdifference gamedynamic programmingfirst-passage timehoming problemrandom walk

Mathematics Subject Classification ID

Applications of difference equations (39A60) Dynamic programming in optimal control and differential games (49L20) Sums of independent random variables; random walks (60G50) Stochastic games, stochastic differential games (91A15)

Cites work

• Discrete homing problems
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• Infinite time linear quadratic Stackelberg game problem for unknown stochastic discrete-time systems via adaptive dynamic programming approach
• Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay
• Risk-sensitive control for a class of homing problems
• The homing problem for autoregressive processes
• The risk-sensitive homing problem

Cited in

(1)

• A controlled discrete-time queueing system as a model for the orders of two competing companies

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