Mathematical Description for Information Pattern of Discrete-Time Two-Person Stochastic Differential Games
电子学报2010年38卷第6期 页码:1355-1361
作者机构:
(国防科技大学ATR实验室, ),湖南,长沙,410073
作者简介:
基金信息:
DOI:
中图分类号:O231;TP273+.1
纸质出版:2010
稿件说明:
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FONT face, Verdana, 范红旗, 等. 离散时间二人随机微分对策问题信息模式的数学描述[J]. 电子学报, 2010,38(6):1355-1361.
FONT face, Verdana, FAN Hong-qi, et al. Mathematical Description for Information Pattern of Discrete-Time Two-Person Stochastic Differential Games[J]. Acta Electronica Sinica, 2010, 38(6): 1355-1361.
FONT face, Verdana, 范红旗, 等. 离散时间二人随机微分对策问题信息模式的数学描述[J]. 电子学报, 2010,38(6):1355-1361.DOI:
FONT face, Verdana, FAN Hong-qi, et al. Mathematical Description for Information Pattern of Discrete-Time Two-Person Stochastic Differential Games[J]. Acta Electronica Sinica, 2010, 38(6): 1355-1361.DOI:
<FONT face=Verdana>In the researches of discrete-time two-person stochastic differential games
the uniform and exact descriptions on information pattern are absent. To solve this problem,the mathematical definitions of information pattern and other related concepts are addressed in this paper firstly
by introducing Witsenhausen’s concepts about information pattern to the discrete-time two-person stochastic differential games. Then the properties of several typical information patterns and the structures of optimal control law of differential game under these information patterns are strictly proved. The concepts and theorems of the paper provide an important theoretical tool for the researches of discrete-time two-person stochastic differential games.