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
Link To Document :
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