Abstract
Two classes of linear-quadratic Gaussian continuous-time Nash games are considered. Their main characteristic is that the σ-fields with respect to which the control actions of the players have to be measurable at each instance of time are not affected by the past controls of the players. We show that, if a solution exists, then there exists a solution linear in the information, and also show how to construct all the solutions. Several conditions guaranteeing the existence of a unique solution are also given.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
