On a constrained infinite-time horizon linear quadratic game
From MaRDI portal
Publication:6078099
Recommendations
- Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- Linear-quadratic differential games: from finite to infinite dimension
- scientific article; zbMATH DE number 1545006
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
- Pareto optimality in infinite horizon linear quadratic differential games
- Linear-quadratic \(N\)-person and mean-field games: infinite horizon games with discounted cost and singular limits
- Mean-field linear-quadratic stochastic differential games in an infinite horizon
- Linear-quadratic time-inconsistent mean field games
Cites work
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- Continuous Time Linear Quadratic Regulator With Control Constraints via Convex Duality
- scientific article; zbMATH DE number 1243371 (Why is no real title available?)
- scientific article; zbMATH DE number 1734466 (Why is no real title available?)
- Methods for robust control
- Min-max robust control in LQ-differential games
- Modifications of the method of successive approximations for solving optimal control problems
- On a method of successive approximations for the solution of problems of optimal control
- On coincidence of feedback Nash equilibria and Stackelberg equilibria in economic applications of differential games
- On the SQH method for solving differential Nash games
- Optimal Interest-Rate Smoothing
- Robustness
- Saddle point for differential games with strongly convex-concave integrand
- Sufficient conditions for Nash equilibria, in N-person games over reflexive Banach spaces
Cited in
(8)- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Controlling inflation: The infinite horizon case
- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- University-students game
- scientific article; zbMATH DE number 1507319 (Why is no real title available?)
- scientific article; zbMATH DE number 1545006 (Why is no real title available?)
- scientific article; zbMATH DE number 6867331 (Why is no real title available?)
- A two-player game representation for a class of infinite horizon control problems under state constraints
This page was built for publication: On a constrained infinite-time horizon linear quadratic game
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6078099)
