DocumentCode
1377914
Title
Nash equilibria in risk-sensitive dynamic games
Author
Klompstra, M.B.
Author_Institution
Nat. Aerosp. Lab. NLR, Amsterdam, Netherlands
Volume
45
Issue
7
fYear
2000
fDate
7/1/2000 12:00:00 AM
Firstpage
1397
Lastpage
1401
Abstract
Dynamic games in which each player has an exponential cost criterion are referred to as risk-sensitive dynamic games. In this note, Nash equilibria are considered for such games. Feedback risk-sensitive Nash equilibrium solutions are derived for two-person discrete time linear-quadratic nonzero-sum games, both under complete state observation and shared partial observation
Keywords
Kalman filters; covariance matrices; discrete time systems; feedback; game theory; linear quadratic control; observers; complete state observation; exponential cost criterion; feedback risk-sensitive Nash equilibrium solutions; risk-sensitive dynamic games; shared partial observation; two-person discrete time linear-quadratic nonzero-sum games; Aerodynamics; Cost function; Feedback control; History; Jacobian matrices; Leg; Nash equilibrium; Nonlinear filters; Optimal control; State feedback;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.867067
Filename
867067
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