Accession Number:

AD0742087

Title:

On the Minimax Principle and Zero Sum Stochastic Differential Games

Descriptive Note:

Interim technical rept.

Corporate Author:

HARVARD UNIV CAMBRIDGE MA DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s):

Report Date:

1972-04-01

Pagination or Media Count:

32.0

Abstract:

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE