Studies in Stochastic Control and Differential Games

Abstract

A major focus of the research has been on determining explicit strategies for stochastic control problems, stochasticdifferential games, and mean field games that included linear exponential quadratic problems, nonlinear stochastic problems,and bilinear stochastic partial differential equations. the noise has included Gauss-Volterra processes and Rosenblattprocesses.

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Document Details

Document Type
Technical Report
Publication Date
Feb 21, 2020
Accession Number
AD1106223

Entities

People

  • Tyrone Edward Duncan

Organizations

  • University of Kansas

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Research Laboratories
  • Brownian Motion
  • Department Of Defense
  • Differential Equations
  • Energy Storage
  • Equations
  • Gaussian Noise
  • Gaussian Processes
  • Lie Groups
  • Mathematics
  • Noise
  • Partial Differential Equations
  • Riccati Equation
  • Scientific Research
  • Stochastic Control
  • Universities

Readers

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