Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games

Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games

In this paper, we examine a sampled-data Nash equilibrium strategy for a stochastic linear quadratic (LQ) differential game, in which admissible strategies are assumed to be constant on the interval between consecutive measurements. Our solution first involves transforming the problem into a linear...

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Bibliographic Details
Main Authors: Vasile Drăgan, Ivan Ganchev Ivanov, Ioan-Lucian Popa, Ovidiu Bagdasar
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Mathematics
Subjects:
nash equilibria
stochastic LQ differential games
sampled-data controls
equilibrium strategies
optimal trajectories
Online Access:https://www.mdpi.com/2227-7390/9/21/2713

Internet

https://www.mdpi.com/2227-7390/9/21/2713

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