Stochastic discrete-time Nash games with constrained state estimators

DOI10.1023/A:1015468205980zbMath1133.90411OpenAlexW1519211384MaRDI QIDQ700768

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (4)

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

Cites Work

• A multimodel approach to stochastic Nash games

This page was built for publication: Stochastic discrete-time Nash games with constrained state estimators