Stochastic linear quadratic differential games in a state feedback setting with sampled measurements

DOI10.1016/j.sysconle.2019.104563zbMath1428.91003OpenAlexW2982595441MaRDI QIDQ2278549

Ioan-Lucian Popa, Vasile Dragan, Ivan Ganchev Ivanov

Publication date: 5 December 2019

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2019.104563

zbMATH Keywords

Nash equilibriasampled-data controlsstochastic linear differential gamesstochastic systems with finite jumps

Mathematics Subject Classification ID

Feedback control (93B52) Differential games (aspects of game theory) (91A23) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (2)

On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games ⋮ Sampled-data Nash equilibria in differential games with impulse controls

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
• Stochastic differential games. Theory and applications
• Stochastic stability and robust control for sampled-data systems with Markovian jump parameters
• State estimation of T-S fuzzy delayed neural networks with Markovian jumping parameters using sampled-data control
• Exponential synchronization of Markovian jumping chaotic neural networks with sampled-data and saturating actuators
• Linear quadratic Nash game-based tracker for multiparameter singularly perturbed sampled-data systems: digital redesign approach
• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Constrained robust sampled-data control for nonlinear uncertain systems
• Mathematical Methods in Robust Control of Linear Stochastic Systems
• Sampled-data Nash controls in non-zero-sum differential games†
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Cooperative Stochastic Differential Games
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Stochastic linear quadratic differential games in a state feedback setting with sampled measurements