Stochastic discrete-time Nash games with constrained state estimators
DOI10.1023/A:1015468205980zbMATH Open1133.90411OpenAlexW1519211384MaRDI QIDQ700768FDOQ700768
A. R. Kian, Marwan A. Simaan, Cruz, J. B. jun.
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
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Nash equilibriumstochastic dynamic programmingestimator-controllernonzero-sum discrete-time Nash gamesoptimal Nash strategiesstochastic linear-quadratic systems
Dynamic programming (90C39) Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
Cites Work
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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