Abstract:
Some two person noncooperative zero sum stochastic differential games are formulated and solved where the stochastic system is linear with stochastic coefficients and a l...Show MoreMetadata
Abstract:
Some two person noncooperative zero sum stochastic differential games are formulated and solved where the stochastic system is linear with stochastic coefficients and a linear state dependence for the Brownian motion noise and a quadratic payoff for the two players. A direct method is used to obtain the optimal strategies. An example is provided for such a stochastic system.
Published in: 2015 54th IEEE Conference on Decision and Control (CDC)
Date of Conference: 15-18 December 2015
Date Added to IEEE Xplore: 11 February 2016
ISBN Information:
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