Some partially observed multi-agent linear exponential quadratic stochastic differential games
From MaRDI portal
Publication:1711899
DOI10.3934/eect.2018028zbMath1405.91022OpenAlexW2890128628WikidataQ129210103 ScholiaQ129210103MaRDI QIDQ1711899
Publication date: 18 January 2019
Published in: Evolution Equations and Control Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/eect.2018028
stochastic differential gamesmulti-agent gamesexponential quadratic payoffspartially observed gamesrisk sensitive games
Differential games and control (49N70) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
Related Items (2)
Encounters with Martingales in Stochastic Control ⋮ Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
- Non-cooperative games
- Linear Exponential Quadratic Stochastic Differential Games
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
- On the Linear-Exponential Filtering Problem for General Gaussian Processes
- Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
- Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
- Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Linear-Exponential-Quadratic Gaussian Control
- Evaluation of likelihood functions
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
This page was built for publication: Some partially observed multi-agent linear exponential quadratic stochastic differential games
