Linear Differential Games with Delayed and Noisy Information

被引：5
|
作者：
Mori, K. [1 ]
Shimemura, E. [1 ]
机构：
[1] Waseda Univ, Dept Elect Engn, Tokyo, Japan
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1974年 / 13卷 / 03期
关键词：
Differential games; information delays; linear-quadratic games; stochastic games;
D O I：
10.1007/BF00934865
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：
This paper deals with a linear-quadratic-Gaussian zero-sum game in which one player has delayed and noisy information and the other has perfect information. Assuming that the player with perfect information can deduce his opponent's state estimate, the optimal closed-loop control laws are derived. Then, it is shown that the separation theorem is satisfied for the player with imperfect information and his optimal state estimate is given by a delay-differential equation.
引用
收藏
页码：275 / 289
页数：15
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