TY - JOUR
T1 - Linear-quadratic stochastic differential games for distributed parameter systems
AU - Aihara, ShinIchi
AU - Bagchi, Arunabha
PY - 1987
Y1 - 1987
N2 - A linear-quadratic 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.
AB - A linear-quadratic 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.
KW - IR-69883
U2 - 10.1016/0898-1221(87)90108-8
DO - 10.1016/0898-1221(87)90108-8
M3 - Article
VL - 13
SP - 247
EP - 259
JO - Computers & mathematics with applications
JF - Computers & mathematics with applications
SN - 0898-1221
IS - 1-3
ER -