N-PLAYER STOCHASTIC DIFFERENTIAL GAMES

被引：23

作者：

VARAIYA, P ^{[1
]}

机构：

[1] MIT,DEPT ELECT ENGN,CAMBRIDGE,MA 02139

来源：

SIAM JOURNAL ON CONTROL | 1976年 / 14卷 / 03期

关键词：

Compendex;

D O I：

10.1137/0314036

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

PROBABILITY

引用

页码：538 / 545

页数：8

共 11 条

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[2] EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS [J].

BENES, VE .

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[3]

DANSKIN JM, TO BE PUBLISHED

[4] DYNAMIC PROGRAMMING CONDITIONS FOR PARTIALLY OBSERVABLE STOCHASTIC SYSTEMS [J].

DAVIS, MHA ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1973, 11 (02) :226-261

[5] SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM [J].

DUNCAN, T ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1971, 9 (03) :354-&

[6]

ELLIOTT RJ, TO BE PUBLISHED

[7]

FLEMING WH, 1964, J MATH MECH, V13, P987

[8]

FLEMING WH, 1964, ANN MATH STUDIES, V2, P195

[9]

FRIEDMAN A, 1972, DIFFERENTIAL EQUATIO, V11, P79

[10]

HO YC, 1975, LECTURE NOTES MATH E, P85

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