Abstract: "In this paper, we study a stochastic differential game motivated from a control problem in which two types of disturbance are considered: disturbance

The theory of two-person, zero-sum differential games started at the be­ ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontry

This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-hori