Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games

DOI10.1137/0327030zbMath0684.93073OpenAlexW2076333329MaRDI QIDQ4735111

Shu Li, Tamer Başar

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1137/0327030

zbMATH Keywords

infinite horizon problemfinite horizon problemmultiple probabilistic modeln-person stochastic linear-quadratic differential gamesstable Nash equilibrium solution

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Probabilistic games; gambling (91A60)

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