×

On product nonlinearities in stochastic differential equations. (English) Zbl 0454.60060


MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
Full Text: DOI

References:

[1] Marschak, J., Elements for a theory of teams, Management Sci., I, 127-137 (1955) · Zbl 0995.90544
[2] Marschak, J.; Radner, Roy, Economic Theory of Teams (1972), Yale U.P · Zbl 0252.90003
[3] Ho, Y. C.; Chu, K. C., Team decision theory and information structures in optimal control problems, IEEE Trans. Automatic Control, 17, 15-22 (1972), Part I · Zbl 0259.93059
[4] Ho, Y. C.; Kastner, M. P.; Wong, E., Team signalling and information theory, IEEE Trans. Automatic Control, 23, 305-312 (1978) · Zbl 0381.90012
[5] Lakshmivarahan, S., ε-optimal Learning Algorithm—non-absorbing barrier type, Technical Report EECS 7901 (Feb. 1979), School of EECS, Univ. of Oklahoma
[6] Lakshmivarahan, S.; Narendra, K. S., Learning Algorithm for two-person zero-sum games with incomplete information—A unified approach, S. & I.S. Technical Report (Oct. 1979), Becton Center, No. 7908, Yale Univ.
[7] Norman, M. F., Markov Process and Learning Models (1972), Academic Press · Zbl 0262.92003
[8] Norman, M. R., Markovian learning process, SIAM Rev., 16, 143-162 (1974) · Zbl 0253.60076
[9] Von Neumann, J.; Morgenstern, O., Theory of Games and Economic Behavior (1947), Princeton U.P · Zbl 1241.91002
[10] Luce, R. D.; Raiffa, H., Games and Decii (1957), Wiley
[11] Bush, R. R.; Mosteller, F., Stochastic Models for Learning (1958), Wiley · Zbl 0102.15201
[12] Iosifescu, M.; Theodorescu, R., Random Process and Learning (1969), Springer · Zbl 0194.51101
[13] Norman, M. F., A central limit theorem for Markov processes that move by small steps, Ann. Probability, 2, 1065-1074 (1974) · Zbl 0294.60054
[14] Blaquiére, A., Nonlinear System Analysis (1966), Academic, Chapter 3
[15] LaSalle, J. P.; Lefshetz, S., Stability by Liapunov’s Direct Method (1961), Academic · Zbl 0098.06102
[16] Kalaba, R.; Hess, J.; Kagiwada, H., Command control, communication and team decision theory, (Tsokos, C. P.; Thrall, R. M., Decision Information (1979), Academic), 95-110
[17] Feller, W., An Introduction to Probability Theory and Its Applications, Vol. II (1965), Wiley, Chapter VIII · Zbl 0155.23101
[18] S. Lakshmivarahan, Learning Algorithms: Theory and Applications to be published, Chapter 2.; S. Lakshmivarahan, Learning Algorithms: Theory and Applications to be published, Chapter 2. · Zbl 0471.68034
[19] Akbari, Alireza; Hess, J.; Kagiwada, H.; Kalaba, R., The equivalence of team theory’s integral equations and a Cauchy system: sensitivity analysis of a variational problem, Applied Mathematics and Computation, 6, 21-36 (1980) · Zbl 0436.90004
[20] Tsetlin, M. L., Automaton Theory and Modelling of Biological Systems (1973), Academic: Academic New York · Zbl 0297.68050
[21] Brown, G. W., Iterative solutions of games by fictitious play, (Koopmans, T. C., Activity Analysis of Production and Allocation, 13 (1951), Cowles Commission Monograph), 374-376 · Zbl 0045.09902
[22] Robinson, Julia, An iterative method of solving a game, Ann. of Math., 54, 296-301 (1951) · Zbl 0045.08203
[23] Sanghvi, A. P.; Sobel, M. J., Bayesian games as stochastic processes, Internat. J. Game Theory, 5, 1-22 (1976) · Zbl 0343.90058
[24] Viswamathan, R.; Narendra, K. S., Games of Stochastic Automata, IEEE Trans. Systems, Man and Cybernet., 4, 131-135 (1974) · Zbl 0294.94031
[25] Chandrasekaran, B.; Shen, D. W.C., On stochastic automata games, IEEE Trans. Systems, Science, and Cybernet., Vol. 5, 145-146 (1969) · Zbl 0211.02203
[26] Crawford, V. P., Learning the optimal strategy in a zero sum game, Econometrica, 42, 885-891 (1974) · Zbl 0291.90076
[27] Suppes, P.; Atkinson, R. C., Markov Learning Models for Multi-Person Interaction (1960), Stanford U.P · Zbl 0091.16203
[28] Narendra, K. S.; Valavani, L. S., Direct and indirect adaptive control, S. & I.S. Report No. 7811 (Nov. 1978), Department of Engineering and Applied Science, Yale Univ
[29] Lakshmivarahan, S.; Narendra, K. S., Learning Algorithms for two person zero sum games with incomplete information, S. & I.S. Report No. 7712 (Apr. 1978), Department of Engineering and Applied Science, Yale Univ, Mathematics of Operations Research, to appear
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.