On the Minimax Principle and Zero-Sum Stochastic Differential Games

被引：14

作者：

Ho, Y. C. ^{[1
]}

机构：

[1] Harvard Univ, Div Engn & Appl Phys, Cambridge, MA 02138 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1974年 / 13卷 / 03期

基金：

美国国家科学基金会;

关键词：

Differential games; stochastic control; zero-sum problems;

D O I：

10.1007/BF00934870

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 games and control are considered.

引用

页码：343 / 361

页数：19

共 7 条

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[3] BUCY R, 1968, INTERSCIENCE
[4] GAMES WITH INCOMPLETE INFORMATION PLAYED BY BAYESIAN PLAYERS .2. BAYESIAN EQUILIBRIUM POINTS
HARSANYI, JC
[J]. MANAGEMENT SCIENCE, 1968, 14 (05) : 320 - 334
[5] FORMAL SOLUTIONS FOR A CLASS OF STOCHASTIC PURSUIT-EVASION GAMES
WILLMAN, WW
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (05) : 504 - +
[6] A MINIMAX CONTROL PROBLEM FOR SAMPLED LINEAR SYSTEMS
WITSENHAUSEN, HS
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (01) : 5 - +
[7] WONHAM WM, 1970, PROBABILISTIC METHOD, V2

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