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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| Autores principales: | , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/689f5191224a4904b41f4b332aba0a1c |
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