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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1972
- Accession Number
- AD0742087
Entities
People
- Yu-chi Ho
Organizations
- Harvard University