Open-loop Nash equilibrium problem in polynomial stochastic differential games with incomplete information

Author

Jimenez-Lizarraga, Manuel ; Basin, Michael ; Rodriguez-Carreon, Celeste ; Rodriguez-Ramirez, Pablo

Author_Institution

Fac. de Cienc. Fisico-Mat., Univ. Autonoma de Nuevo Leon, San Nicolas de los Garza, Mexico

fYear

2013

fDate

23-26 June 2013

Firstpage

1

Lastpage

6

Abstract

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.

Keywords

Riccati equations; differential games; open loop systems; performance index; polynomials; stochastic games; incomplete information; individual performance index; linear observations; linear-quadratic cost; near-equilibrium solution; open-loop Nash equilibrium problem; open-loop Nash strategy; polynomial stochastic differential games; state-dependent Riccati equations; stochastic polynomial differential game; strategy design; Games; Mathematical model; Nash equilibrium; Performance analysis; Polynomials; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ASCC), 2013 9th Asian

Conference_Location

Istanbul

Print_ISBN

978-1-4673-5767-8

Type

conf

DOI

10.1109/ASCC.2013.6606303

Filename

6606303