• DocumentCode
    827655
  • Title

    Equilibrium solutions in static decision problems with random coefficients in the quadratic cost

  • Author

    Basar, Tamer

  • Author_Institution
    Marmara Scientific and Industrial Reseaerch Institute, Gebze, Kocaeli, Turkey
  • Volume
    23
  • Issue
    5
  • fYear
    1978
  • fDate
    10/1/1978 12:00:00 AM
  • Firstpage
    960
  • Lastpage
    962
  • Abstract
    This correspondence extends the results of [1] to the case when the weighting terms of the quadratic cost functions also depend on the random state of "Nature." For this class of static two-person quadratic decision problems it is shown that the (Nash) equilibrium strategies are unique under certain conditions which, in general, explicitly depend on the probabilistic structure of the problem.
  • Keywords
    Decision procedures; Games; Optimal stochastic control; Stochastic optimal control; Cost function; Delta modulation; Mathematics; Sufficient conditions; Terminology;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101873
  • Filename
    1101873