On the linear-quadratic closed-loop no-memory Nash game

DOI10.1007/BF00934566zbMath0505.90090OpenAlexW2030651021MaRDI QIDQ1836595

George P. Papavassilopoulos, Geert Jan Olsder

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934566

zbMATH Keywords

existence of solutionfinite timecoupled algebraic Riccati equationinfinite timelinear-quadratic closed-loop no-memory Nash game

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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Cites Work

• Dynamic noncooperative game theory
• On the matrix Riccati equation
• Values and strategies for infinite time linear quadratic games
• Matrix Quadratic Solutions