Title :
Stochastic quadratic Nash and leader-follower games
Author :
Papavassilopoulos, G.P.
Author_Institution :
University of Southern California, Los Angeles, CA
Abstract :
In this paper we study and solve completely the static Nash and Leader-Follower games where the players have quadratic costs and linear measurements of a random variable which enters linearly into the costs, see (1)- (7). Several dynamic cases are included in the static formulation as long as appropriate nestedness conditions [4] are imposed on the information of the players.
Keywords :
Costs; Delay; Electric variables measurement; Gaussian processes; Stochastic processes;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271990
