Digitale Medien
Springer
Journal of optimization theory and applications
13 (1974), S. 275-289
ISSN:
1573-2878
Schlagwort(e):
Differential games
;
information delays
;
linear-quadratic games
;
stochastic games
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract 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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00934865
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