Solution of Some Stochastic Quadratic Nash and Leader-Follower Games

DOI10.1137/0319041zbMath0498.93057OpenAlexW2039154876MaRDI QIDQ3964427

George P. Papavassilopoulos

Publication date: 1981

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0319041

zbMATH Keywords

linear quadratic Gaussian static Nash and Stackelberg two-layer gamesnested information structures

Mathematics Subject Classification ID

2-person games (91A05) Probabilistic games; gambling (91A60) Decision theory for games (91A35)

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Performance versus informativeness in linear-quadratic Gaussian noncooperative games ⋮ Derivative evaluation and computational experience with large bilevel mathematical programs ⋮ A differential game with multi-level of hierarchy ⋮ A class of risk-sensitive noncooperative games ⋮ On linear-quadratic Gaussian continuous-time Nash games

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