DocumentCode
2265692
Title
Nash equilibria in risk-sensitive dynamic games
Author
Klompstra, M.B.
Author_Institution
Nat. Aerosp. Lab. NLR, Amsterdam, Netherlands
Volume
3
fYear
1995
fDate
21-23 Jun 1995
Firstpage
2458
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, Proceedings of the 1995
Conference_Location
Seattle, WA
Print_ISBN
0-7803-2445-5
Type
conf
DOI
10.1109/ACC.1995.531417
Filename
531417
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