Abstract
Consider a static two-person zero sum competitive situation where a continuous real valued function ϕ (y,z) is given. A player, or controller, J 1 is to choose y from a compact space Y with the object of maximising ϕ, and a second player J 2 is at the same time to choose z from a similar space Z with the object of minimising ϕ. If Y and Z are finite the situation is that of the classic zero sum matrix game.
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© 1975 Springer-Verlag Berlin · Heidelberg
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Elliott, R.J. (1975). Stochastic Differential Games and Alternate Play. In: Bensoussan, A., Lions, J.L. (eds) Control Theory, Numerical Methods and Computer Systems Modelling. Lecture Notes in Economics and Mathematical Systems, vol 107. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46317-4_6
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DOI: https://doi.org/10.1007/978-3-642-46317-4_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-07020-7
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