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On the existence and uniqueness of closed-loop sampled-data nash controls in linear-quadratic stochastic differential games

  • Tamer Başar
Differential Games
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)

Keywords

Nash Equilibrium Equilibrium Solution Differential Game Equilibrium Strategy Stochastic Differential Game 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    T. Başar, “Informationally nonunique equilibrium solutions in differential games”, SIAM J. Control and Optimization, 15, 4, 1977, 636–660.Google Scholar
  2. [2]
    T.Başar, “Stochastic linear-quadratic nonzero-sum differential games with delayed information patterns”, Proc. IFAC Congress, Helsinki, 1978, 1025–1032.Google Scholar
  3. [3]
    W.H.Fleming and M.Nisio, J.Math.Mech., 15, 5, 1966.Google Scholar
  4. [4]
    A.W. Starr and Y.C. Ho, “Nonzero-sum Differential Games”, J.Optimization Theory and Applications, 3, 3, 1969, 184–206.Google Scholar
  5. [5]
    M. Simaan and J.B. Cruz, Jr., “Sampled-data Nash controls in nonzero-sum differential games”, Int.J.Control, 17, 6, 1973, 1201–1209.Google Scholar
  6. [6]
    T.Başar, “On the existence and uniqueness of closed-loop sampled-data Nash controls in linear-quadratic stochastic differential games”, Technical report no: 45, Div.Appl.Math., Marmara Research Inst., Gebze, Kocaeli, Turkey.Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Tamer Başar
    • 1
  1. 1.Applied Mathematics DivisionMarmara Research Institute GebzeKocaeliTurkey

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