Static linear-quadratic Gaussian games

DOI10.1007/978-3-319-02690-9_5MaRDI QIDQ2926597zbMATH OpenOpenAlexFDO

Authors Meir Pachter

Publication date 31 October 2014

Published in Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-02690-9_5

zbMATH Keywords

certainty equivalenceimperfect informationlinear-quadratic Gaussian gamesperfect informationprivate informationstatic games

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) 2-person games (91A05) Dynamic games (91A25)

Recommendations

• Performance versus informativeness in linear-quadratic Gaussian noncooperative games
• Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern
• On linear-quadratic Gaussian dynamic games
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• Common information based Markov perfect equilibria for linear-Gaussian games with asymmetric information

Cites work

• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
• Discrete-time linear-quadratic dynamic games
• scientific article; zbMATH DE number 706270 (Why is no real title available?)
• The Schur complement and its applications

Cited in

(5)

• Performance versus informativeness in linear-quadratic Gaussian noncooperative games
• On linear-quadratic Gaussian dynamic games
• LQG dynamic games with a control-sharing information pattern
• Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern
• Common information based Markov perfect equilibria for linear-Gaussian games with asymmetric information

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