Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 48, Issue 2, Pages 267-271Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2002.808477
Keywords
discrete-time game; linear-quadratic game; Nash equilibrium; Riccati equation
Ask authors/readers for more resources
We present existence and uniqueness results for an equilibrium in a M-person Nash game with quadratic performance criteria and a linear difference equation as constraint, describing the system dynamics under open-loop information pattern. The approach used is the construction of a value function which leads to existence assertions in terms of solvability of certain symmetric and nonsymmetric Riccati difference equations.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available