On the informational properties of the Nash solution of LQG dynamic games

DOI10.1109/TAC.1985.1103959zbMath0608.93061MaRDI QIDQ3748942

M. Tu, George P. Papavassilopoulos

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

better informationmulti-person multi-stage discrete-time linear-quadratic-Gaussian (LQG) Nash game

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Noncooperative games (91A10) Discrete-time control/observation systems (93C55) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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