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...
| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
MDPI AG
2021-10-01
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| Colecção: | Mathematics |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2227-7390/9/21/2713 |