Near-Nash equilibrium strategies for LQ differential games with inaccurate state information
Summary: \(\varepsilon \)-Nash equilibrium or ``near equilibrium for a linear quadratic cost game is considered. Due to inaccurate state information, the standard solution for feedback Nash equilibrium cannot be applied. Instead, an estimation of the players' states is substituted into the optimal control strategies equation obtained for perfect state information. The magnitude of the \(\varepsilon \) in the \(\varepsilon \)-Nash equilibrium will depend on the quality of the estimation process. To illustrate this approach, a Luenberger-type observer is used in the numerical example to generate the players' state estimates in a two-player non-zero-sum LQ differential game.
- ε-Equilibrium in LQ differential games with bounded uncertain disturbances: robustness of standard strategies and new strategies with adaptation
- Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method
- Linear quadratic nonzero sum differential games with asymmetric information
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
- On the open-loop Nash equilibrium in LQ-games
- A differential game of incomplete information
- Differential games with noise-corrupted measurements
- Dynamic games in economic analysis. Proceedings of the fourth international symposium on differential games and applications, held in Helsinki, Finland, August 9-10, 1990
- Dynamic noncooperative game theory
- Games with Incomplete Information Played by ‘Bayesian’ Players, Part III. The Basic Probability Distribution of the Game
- Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- Mathematical methods of game and economic theory
- Nonzero-sum differential games
- On \(\varepsilon\)-equilibrium point in a noncooperative \(n\)-person game
- On Nash equilibrium points and games of imperfect information
- The (in)finite horizon open-loop Nash LQ game: An application to EMU
- The value of two-person zero-sum repeated games with lack of information on both sides
- Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method
- Robust output Nash strategies based on sliding mode observation in a two-player differential game
- Dr. Alexander Semionovich Poznyak Gorbatch: biography
- ε-Equilibrium in LQ differential games with bounded uncertain disturbances: robustness of standard strategies and new strategies with adaptation
- Bounded Nash type controls for uncertain linear systems
This page was built for publication: Near-Nash equilibrium strategies for LQ differential games with inaccurate state information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q610092)
