On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games

DOI10.1016/j.chaos.2020.109877zbMath1489.91029OpenAlexW3017964406MaRDI QIDQ2120728

Ioan-Lucian Popa, Vasile Dragan, Ivan Ganchev Ivanov

Publication date: 1 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109877

zbMATH Keywords

Nash equilibriasampled-data controlsstochastic linear differential gamesstochastic linear quadratic differential games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15) Dynamic stochastic general equilibrium theory (91B51)

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Cites Work

• Unnamed Item
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• On the Separation Theorem of Stochastic Control
• Sampled-data Nash controls in non-zero-sum differential games†
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