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Singular linear quadratic differential games with bounds on control

✍ Scribed by K. Forouhar; S. J. Gibson; C. T. Leondes

Publisher
Springer
Year
1983
Tongue
English
Weight
338 KB
Volume
41
Category
Article
ISSN
0022-3239

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✍ Arunabha Bagchi; Geert Jan Olsder πŸ“‚ Article πŸ“… 1983 πŸ› Elsevier Science 🌐 English βš– 593 KB

A two-person pursuit-evasion stochastic differential game with state and measurement,y corrupted by noises is considered. In an earlier paper the problem was reformulated and solved in an infinite-dimensional-state space, and the existence of saddle-point solutions under certain conditions was prove