Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games
In this paper, we examine a sampled-data Nash equilibrium strategy for a stochastic linear quadratic (LQ) differential game, in which admissible strategies are assumed to be constant on the interval between consecutive measurements. Our solution first involves transforming the problem into a linear...
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| Auteurs principaux: | , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/689f5191224a4904b41f4b332aba0a1c |
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