Stochastic discrete-time Nash games with constrained state estimators

DOI10.1023/A:1015468205980MaRDI QIDQ700768zbMATH OpenOpenAlexFDO

Authors A. R. Kian, Cruz, J. B. jun., Marwan A. Simaan

Publication date 8 October 2002

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015468205980

zbMATH Keywords

Nash equilibriumstochastic dynamic programmingestimator-controllernonzero-sum discrete-time Nash gamesoptimal Nash strategiesstochastic linear-quadratic systems

Mathematics Subject Classification ID

Dynamic programming (90C39) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

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Cites work

• A multimodel approach to stochastic Nash games

Cited in

(6)

• A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions
• Constrained cost-coupled stochastic games with independent state processes
• Multiobjective stochastic control in fluid dynamics via game theory approach: Application to the periodic Burgers equation
• A game theory approach to constrained minimax state estimation
• Optimal linear closed-loop Stackelberg strategy with asymmetric information
• Robust output Nash strategies based on sliding mode observation in a two-player differential game

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