Linear-quadratic stochastic pursuit-evasion games

Arunabha Bagchi; Geert Jan Olsder

doi:10.1007/BF01442109

Linear-quadratic stochastic pursuit-evasion games

Arunabha Bagchi, Geert Jan Olsder

Research output: Contribution to journal › Article › Academic

21 Citations (Scopus)

322 Downloads (Pure)

Abstract

A linear-quadratic differential game in which the system state is affected by disturbance and both players have access to different measurements is solved. The problem is first converted to an optimization problem in infinite-dimensional state space and then solved using standard techniques. For convenience, “L2-white noise” instead of “Wiener process” setup is used.

Original language	Undefined
Pages (from-to)	95-123
Journal	Applied mathematics and optimization
Volume	7
Issue number	19
DOIs	https://doi.org/10.1007/BF01442109
Publication status	Published - 1981

Keywords

IR-85781

Access to Document

10.1007/BF01442109

Bagchi_10.1007_BF01442109

Cite this

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title = "Linear-quadratic stochastic pursuit-evasion games",

abstract = "A linear-quadratic differential game in which the system state is affected by disturbance and both players have access to different measurements is solved. The problem is first converted to an optimization problem in infinite-dimensional state space and then solved using standard techniques. For convenience, “L2-white noise” instead of “Wiener process” setup is used.",

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