Linear-quadratic stochastic differential games for distributed parameter systems
نویسندگان
چکیده
منابع مشابه
Linear-quadratic Stochastic Differential Games for Distributed Parameter Systems
-A l inea r~uadra t i c differential game with infinite dimensional state space is considered. The system state is affected by disturbance and both players have access to different measurements. Optimal linear strategies for the pursuer and the evader, when they exist, are explicitly determined. 1. I N T R O D U C T I O N We consider a two-person pursuit-evasion differential game with infinite ...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1987
ISSN: 0898-1221
DOI: 10.1016/0898-1221(87)90108-8