A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games

This paper investigates three-dimensional pursuit problems in noncooperative stochastic differential games. By introducing a novel polynomial value function capable of addressing high-dimensional dynamic systems, the forward–backward stochastic differential equations (FBSDEs) for optimal strategies...

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Bibliographic Details
Main Authors: Yu Bai, Di Zhou, Zhen He
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Aerospace
Subjects:
Online Access:https://www.mdpi.com/2226-4310/12/1/50
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