On the Minimax Principle and Zero Sum Stochastic Differential Games
Interim technical rept.
HARVARD UNIV CAMBRIDGE MA DIV OF ENGINEERING AND APPLIED PHYSICS
Pagination or Media Count:
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 game and control are considered.
- Operations Research