Optimal linear strategy for stochastic games with one-side control-sharing information

DOI10.1080/00207179.2022.2125908zbMATH Open1530.91049WikidataQ114101661 ScholiaQ114101661MaRDI QIDQ6089804FDOQ6089804

Authors

Publication date 15 December 2023

Published in International Journal of Control (Search for Journal in Brave)

zbMATH Keywords

optimal controlstochastic gameRiccati equationlinear-quadratic game

Mathematics Subject Classification ID

2-person games (91A05) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 1243371 (Why is no real title available?)
• A Systematic Process for Evaluating Structured Perfect Bayesian Equilibria in Dynamic Games With Asymmetric Information
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• Common Information Based Markov Perfect Equilibria for Stochastic Games With Asymmetric Information: Finite Games
• Data Transmission Over Networks for Estimation and Control
• Decentralized Control for Networked Control Systems With Asymmetric Information
• Differential Games with Asymmetric Information
• Dynamic Games With Asymmetric Information: Common Information Based Perfect Bayesian Equilibria and Sequential Decomposition
• Games and dynamic games
• Infinite horizon differential games with asymmetric information
• Kalman filtering. With real-time applications
• LQG dynamic games with a control-sharing information pattern
• Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern
• Optimal Control for Stochastic Systems With Multiple Controllers of Different Information Structures
• Optimal control of LTI systems over unreliable communication links
• Performance versus informativeness in linear-quadratic Gaussian noncooperative games

Cited in

(2)

• Optimal linear closed-loop Stackelberg strategy with asymmetric information
• Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern

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