Title :
Nash equilibria in risk-sensitive dynamic games
Author_Institution :
Nat. Aerosp. Lab. NLR, Amsterdam, Netherlands
Abstract :
In this paper we consider Nash equilibrium solutions in dynamic games with exponential cost criteria. Feedback risk-sensitive Nash equilibrium solutions are derived for two-person discrete-time linear-quadratic nonzero-sum games. Both the complete state observation case and the partially observation case are covered
Keywords :
feedback; game theory; linear quadratic control; complete state observation; exponential cost criteria; feedback risk-sensitive Nash equilibrium solutions; partial observation; risk-sensitive dynamic games; two-person discrete-time linear-quadratic nonzero-sum games; Aerodynamics; Cost function; Covariance matrix; Feedback; History; Jacobian matrices; Leg; Nash equilibrium; Optimal control; Random variables;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.531417
