Abstract

Abstract The problem of the existence of a Nash equilibrium strategy in a state feedback form is discussed for a class of stochastic linear quadratic two players differential games. It is assumed that only measurements at discrete-time instances of the state parameters are available. Both piecewise continuous admissible strategies as well as piecewise constant admissible strategies are considered.

Full Text
Paper version not known

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 call

Disclaimer: 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.