On the minimax principle and zero-sum stochastic differential games

Author:

Ho Y. C.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference7 articles.

1. Aumann, R., andMaschler, P.,Some Thoughts on the Minimax Principle, Management Science, Vol. 18, pp. 54?63, 1972.

2. Harsanyi, J.,Game with Incomplete Information Played by Bayesian Players?Part II, Management Science, Vol. 14, pp. 320?334, 1968.

3. Willman, W.,Formal Solution of a Class of Stochastic Differential Games, IEEE Transaction on Automatic Control, Vol. AC-14, pp. 504?509, 1969.

4. Wonham, W.,Random Differential Equations in Control Theory, Probabilistic Methods in Applied Mathematics, Vol. 2, Edited by A. T. Barucha-Reid, Academic Press, New York, New York, 1970.

5. Bucy, R., andJoseph, P.,Filtering for Stochastic Processes with Applications to Guidance, Interscience, New York, New York, 1968.

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