DocumentCode
803950
Title
An example of stochastic multistage games with noisy state observation
Author
Yoshikawa, Tsuneo
Author_Institution
Kyoto University, Kyoto, Japan
Volume
15
Issue
4
fYear
1970
fDate
8/1/1970 12:00:00 AM
Firstpage
455
Lastpage
458
Abstract
A simple example of stochastic multistage games with noisy state observation is solved and some considerations on its solution are made.
Keywords
Stochastic differential games; Automatic control; Colored noise; Covariance matrix; Equations; Estimation error; Extraterrestrial measurements; Filters; Noise measurement; Noise shaping; Stochastic processes;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099521
Filename
1099521
Link To Document