On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game-Reference-Cited by-同舟云学术

On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game

Published:1969-06 Issue:3 Volume:26 Page:560-575
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Kushner Harold J,Chamberlain Stanley G

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference22 articles.

1. Stochastic Stability and Control;Kushner,1967

2. Methods for the numerical solution of degenerate linear and nonlinear elliptic boundary value problems;Kushner;Brown University, Center for Dynamical Systems, Technical Report 67-7,1967

3. Numerical methods for the solutions of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory;Kushner;IEEE Trans. on Automatic Control,1968

4. The convergence problem for differential games II;Fleming,1964

5. Differential games and optimal pursuit-evasion strategies;Ho;IEEE Trans. on Automatic Control,1965

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