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Saddle Point Solution for System with Parameter Uncertainties
Department of Actuarial Science and Insurance, Faculty of Business Administration, University of Lagos, Lagos, Nigeria
Department of Actuarial Science and Insurance, Faculty of Business Administration, University of Lagos, Lagos, Nigeria
- 1 Department of Actuarial Science and Insurance, Faculty of Business Administration, University of Lagos, Lagos, Nigeria
- 2 Department of Actuarial Science and Insurance, Faculty of Business Administration, University of Lagos, Lagos, Nigeria
Advances in Pure Mathematics·Volume 03 (2013)·Pages 685–688·Published 27 November 2013·DOI10.4236/apm.2013.38092
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Abstract
In this paper, we consider dynamical system, in the presence of parameter uncertainties. We apply max-min principles to determine the saddle point solution for the class of differential game arising from the associated dynamical system. We also provide sufficient condition for the existence of this saddle point.
KeywordsParameter UncertaintyMin-Max PrinciplesSaddle PointDifferential Games
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