Robust dynamic programming in N players uncertain differential games

DOI10.15388/20-INFOR436MaRDI QIDQ5155486zbMATHOpenAlexFDO

Authors Manuel Jiménez-Lizárraga, Sara Verónica Rodríguez-Sánchez, Naín de la Cruz, César Emilio Villarreal

Publication date 6 October 2021

Published in Informatica (Vilnius) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15388/20-infor436

zbMATH Keywords

differential gamesLQ gamesdynamic supply chain

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Dynamic programming in optimal control and differential games (49L20) Transportation, logistics and supply chain management (90B06)

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Cites work

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• Bounded Nash type controls for uncertain linear systems
• Multiobjective \({\mathcal H}_2/{\mathcal H}_{\infty}\) control design
• Nonlinear \(\mathcal H_\infty\) control, Hamiltonian systems and Hamiltonian-Jacobi equations
• Optimal control of disturbed linear-quadratic differential games
• Optimal production, purchasing and pricing: A differential game approach
• Robust equilibria in indefinite linear-quadratic differential games
• Robust open-loop Nash equilibria in the noncooperative LQ game revisited
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

Cited in

(8)

• DIFFERENTIAL GAMES WITH SEMI-UNCERTAIN DYNAMICS
• Guaranteed cost solution for discrete-time uncertain/nonlinear dynamic games
• A robust optimization approach for solving two-person games under interval uncertainty
• Cooperative linear quadratic differential games for uncertain systems with conservative players
• Identifying behaviorally robust strategies for normal form games under varying forms of uncertainty
• A dynamic game approach to distributionally robust safety specifications for stochastic systems
• Robust equilibria in indefinite linear-quadratic differential games
• Robust output Nash strategies based on sliding mode observation in a two-player differential game

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