Open-Loop Nash Equilibrium Problem in Polynomial Stochastic Differential Games with Incomplete Information

被引：0

作者：

Jimenez-Lizarraga, Manuel ^{[1
]}

Basin, Michael ^{[1
]}

Rodriguez-Carreon, Celeste ^{[1
]}

Rodriguez-Ramirez, Pablo ^{[1
]}

机构：

[1] Univ Autonoma Nuevo Leon, Fac Ciencias Fis Matemat, San Nicolas De Los Garza, Mexico

来源：

2013 9TH ASIAN CONTROL CONFERENCE (ASCC) | 2013年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents a near-equilibrium solution to the problem of finding open-loop Nash strategies for a stochastic polynomial differential game with incomplete information and over linear observations. Each player has a linear-quadratic cost as the individual performance index. The proposed strategy design is based on the so-called State-Dependent Riccati Equations and works effectively as is shown in a simulation example.

引用

页数：6

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