On the Minimax Principle and Zero Sum Stochastic Differential Games

Abstract

The problem of prior and delayed commitment in zero sum stochastic differential games is discussed. A new formulation and solution based on the delayed-commitment model is derived and its significant implications to stochastic game and control are considered.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1972
Accession Number
AD0742087

Entities

People

  • Yu-chi Ho

Organizations

  • Harvard University

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Control Systems
  • Control Theory
  • Differential Equations
  • Engineering
  • Equations
  • Game Theory
  • Linear Systems
  • Mathematics
  • Military Research
  • Nonlinear Differential Equations
  • Random Variables
  • Riccati Equation
  • Standards
  • Stochastic Control
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Game Theory.