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.
Descriptors:
Subject Categories:
- Operations Research