Abstract
This paper deals with zero-sum two-person differential games in which one player has a deferred information on the state vector. This player mends this lack of information by using an adaptative deterministic extrapolation to estimate the plant state, and then, makes his decisions by means of the datas so obtained. An analysis of the phenomenon yields a criterion for optimizing the estimation which is based upon the Hamiltonian estimation of the perfect information game. A class of extrapolators is given by its dynamical equation. Then, the initial game is reduced to a new game containing pure time delay in the state and the controls.
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Research supported by National Research Concil of Canada: Grant No A 7865.
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Jumarie, G. An approach via state estimation to differential games with information time lag. Int J Game Theory 2, 39–52 (1973). https://doi.org/10.1007/BF01737556
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DOI: https://doi.org/10.1007/BF01737556