Linear-quadratic stochastic differential games for distributed parameter systems

ShinIchi Aihara, Arunabha Bagchi

Research output: Contribution to journalArticleAcademic

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Abstract

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.
Original languageUndefined
Pages (from-to)247-259
JournalComputers and mathematics with applications
Volume13
Issue number1-3
DOIs
Publication statusPublished - 1987

Keywords

  • IR-69883

Cite this

Aihara, ShinIchi ; Bagchi, Arunabha. / Linear-quadratic stochastic differential games for distributed parameter systems. In: Computers and mathematics with applications. 1987 ; Vol. 13, No. 1-3. pp. 247-259.
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Linear-quadratic stochastic differential games for distributed parameter systems. / Aihara, ShinIchi; Bagchi, Arunabha.

In: Computers and mathematics with applications, Vol. 13, No. 1-3, 1987, p. 247-259.

Research output: Contribution to journalArticleAcademic

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AU - Aihara, ShinIchi

AU - Bagchi, Arunabha

PY - 1987

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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 and mathematics with applications

JF - Computers and mathematics with applications

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