Discrete-time linear-quadratic dynamic games
DOI10.1007/S10957-010-9661-XzbMATH Open1200.91045OpenAlexW2069199044MaRDI QIDQ711706FDOQ711706
Publication date: 27 October 2010
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9661-x
Applications of game theory (91A80) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Sensitivity (robustness) (93B35) Linear-quadratic optimal control problems (49N10) Dynamic games (91A25)
Cites Work
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- The Schur complement and its applications
- The Riccati equation
- Linear-quadratic, two person, zero-sum differential games: Necessary and sufficient conditions
- On the saddle-point solution of a class of stochastic differential games
- The LQG Game Against Nature
- Linear Quadratic Differential Games: Closed Loop Saddle Points
- Mixed versus pure strategies in many-person decision problems
Cited In (6)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- Static Linear-Quadratic Gaussian Games
- On \(\varepsilon\)-Nash equilibria of linear time-delay dynamic games with convex strategy set
- LQG dynamic games with a control-sharing information pattern
- Closed-form solution for discrete-time linear-quadratic Stackelberg games
- Discrete-Time Robust Hierarchical Linear-Quadratic Dynamic Games
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