On the linear-quadratic closed-loop no-memory Nash game

DOI10.1007/BF00934566MaRDI QIDQ1836595zbMATH OpenOpenAlexFDO

Authors George P. Papavassilopoulos, Geert Jan Olsder

Publication date 1984

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00934566

zbMATH Keywords

coupled algebraic Riccati equationexistence of solutionfinite timeinfinite timelinear-quadratic closed-loop no-memory Nash game

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites work

• Dynamic noncooperative game theory
• Matrix Quadratic Solutions
• On the matrix Riccati equation
• Values and strategies for infinite time linear quadratic games

Cited in

(14)

• Markov interactions in a class of dynamic games
• Recursive solution of linear-quadratic Nash games for weakly interconnected systems
• Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear-quadratic differential games
• Uniqueness of Markov-perfect equilibrium in infinite-time affine-quadratic differential games
• On the selection of one feedback Nash equilibrium in discounted linear-quadratic games
• An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
• A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
• Optimal control of disturbed linear-quadratic differential games
• Properties of feedback Nash equilibria in scalar LQ differential games
• On polynomial feedback Nash equilibria for two-player scalar differential games
• Necessary and sufficient conditions for feedback Nash equilibria for the affine-quadratic differential game
• A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
• Finite-agent stochastic differential games on large graphs. I: The linear-quadratic case
• Algorithms for computing Nash equilibria in deterministic LQ games

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