DocumentCode :
827655
Title :
Equilibrium solutions in static decision problems with random coefficients in the quadratic cost
Author :
Basar, Tamer
Author_Institution :
Marmara Scientific and Industrial Reseaerch Institute, Gebze, Kocaeli, Turkey
Volume :
23
Issue :
5
fYear :
1978
fDate :
10/1/1978 12:00:00 AM
Firstpage :
960
Lastpage :
962
Abstract :
This correspondence extends the results of [1] to the case when the weighting terms of the quadratic cost functions also depend on the random state of "Nature." For this class of static two-person quadratic decision problems it is shown that the (Nash) equilibrium strategies are unique under certain conditions which, in general, explicitly depend on the probabilistic structure of the problem.
Keywords :
Decision procedures; Games; Optimal stochastic control; Stochastic optimal control; Cost function; Delta modulation; Mathematics; Sufficient conditions; Terminology;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1978.1101873
Filename :
1101873
Link To Document :
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