Discrete-time linear-quadratic dynamic games

DOI10.1007/S10957-010-9661-XMaRDI QIDQ711706zbMATHOpenAlexFDO

Authors Meir Pachter, Khanh D. Pham

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

zbMATH Keywords

disturbance rejectiondiscrete-time linear-quadratic dynamic games

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3365084 (Why is no real title available?)
• Linear Quadratic Differential Games: Closed Loop Saddle Points
• Linear-quadratic, two person, zero-sum differential games: Necessary and sufficient conditions
• Mixed versus pure strategies in many-person decision problems
• On the saddle-point solution of a class of stochastic differential games
• The LQG Game Against Nature
• The Riccati equation
• The Schur complement and its applications

Cited in

(6)

• Closed-form solution for discrete-time linear-quadratic Stackelberg games
• Static linear-quadratic Gaussian games
• Discrete-Time Robust Hierarchical Linear-Quadratic Dynamic Games
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game
• LQG dynamic games with a control-sharing information pattern
• On \(\varepsilon\)-Nash equilibria of linear time-delay dynamic games with convex strategy set

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