Randomized and Stochastic Linear, Discrete Differential Games with Quadratic Payoff Functions.

Abstract

This report deals with a limited, though still extensive, class of differential games. The system dynamics are given by linear difference equations which may have time varying, but deterministic, coefficients. In some of the work, an independent noise sequence is also allowed which then acts as a random forcing function. The system is allowed to change in response to each player's controls for a specified length of time -- a specified number of stages. The payoff is a quadratic function of the state and the two control variables at each stage.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1978
Accession Number
ADA072383

Entities

People

  • C. T. Leondes
  • K. B. Bley

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Counter IED
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Computer Programming
  • Control Systems
  • Difference Equations
  • Dynamic Programming
  • Engineering
  • Equations
  • Functional Analysis
  • Game Theory
  • Mathematical Filters
  • Matrix Games
  • Probability
  • Probability Density Functions
  • Random Variables
  • Stochastic Processes
  • Systems Engineering
  • Two Dimensional

Readers

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