DocumentCode :
3622836
Title :
Probabilistic multimodeling in zero-sum differential games
Author :
T. Basar
Author_Institution :
Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA
fYear :
1988
fDate :
6/10/1905 12:00:00 AM
Firstpage :
1425
Abstract :
A theory of existence and characterization of equilibria is developed for stochastic zero-sum differential games when the players operate under different (probabilistic) models for the underlying system and measurement processes. The authors identify salient features of such an extended formulation for zero-sum stochastic differential games with noisy measurements, and analyze the equilibria that emerge from possible inconsistent modeling. After a general discussion on the implications of subjective probabilistic modeling on saddle-point equilibria, the authors study the class of zero-sum differential games where the players have a common (noisy) measurement of the state, but different (subjective) statistics on the system measurement noise processes. The author obtains a characterization of the equilibrium solution in the presence of such a discrepancy and studies the structural consistency of the solution and its convergence to the saddle-point solution of the nominal game as the discrepancy becomes (in some norm) vanishingly small.
Keywords :
"Stochastic processes","Noise measurement","Stochastic systems","Robustness","Game theory","Performance analysis","Differential equations","Statistical analysis","Context modeling","Nash equilibrium"
Publisher :
ieee
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Type :
conf
DOI :
10.1109/CDC.1988.194560
Filename :
194560
Link To Document :
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