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
收藏
页码：343 / 361
页数：19
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