Open-loop and feedback Nash equilibria in constrained linear–quadratic dynamic games played over event trees

• Autores: Puduru V. Reddy, Georges Zaccour
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 107, 2019, págs. 162-174
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We characterize open-loop and feedback Nash equilibria for a class of constrained linear–quadratic multistage games having the following features: (a) The control variables are of two types, namely, control variables that enter the dynamics, but are not constrained, and control variables that are part of state-control constraints, but do not enter the dynamics; (b) The parameter values are uncertain, with the stochastic process being described by a event tree. This paper takes stock on Reddy and Zaccour (2015, 2017) where the same class of games was considered, but in a deterministic setting. Here, we follow the same approaches and rewrite the results in these two papers in a stochastic setting.