Robust equilibria in indefinite linear-quadratic differential games (Q597192): Difference between revisions
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Latest revision as of 18:00, 6 June 2024
scientific article
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English | Robust equilibria in indefinite linear-quadratic differential games |
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Robust equilibria in indefinite linear-quadratic differential games (English)
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6 August 2004
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The object of this investigation are robust equilibria in dynamic games. The authors formulate equilibria in which the players are looking for robustness and take model uncertainty explicitly into account in their decisions. Specifically, they consider feedback Nash equilibria in indefinite linear-quadratic differential games on an infinite time horizon. Model uncertainty is represented by a malovelent input which is subject to a cost penalty or to a direct bound. Moreover they derive conditions for the existence of robust equilibria in terms of solutions of sets of algebraic Riccati equations.
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feedback Nash equilibrium
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