Title :
An example of stochastic multistage games with noisy state observation
Author :
Yoshikawa, Tsuneo
Author_Institution :
Kyoto University, Kyoto, Japan
fDate :
8/1/1970 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099521
