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
Link To Document