Title :
On the linear-quadratic-Gaussian Nash game with one-step delay observation sharing pattern
Author :
Papavassilopoulos, George P.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
10/1/1982 12:00:00 AM
Abstract :
This paper studies a two-player Nash dynamic, discrete-time, linear-quadratic game under the so-called "one-step delay observation sharing pattern." It is shown that under very weak assumptions the solution exists and is unique and linear in the information.
Keywords :
Delay systems, linear; Game theory; Linear quadratic Gaussian (LQG) control; Automatic control; Costs; Delay effects; Eigenvalues and eigenfunctions; Employment; Game theory; Helium; Power engineering and energy; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1103070
