Part I. Open-Loop and Feedback Strategies

نویسنده

  • RAIMO P. HÄMÄLÄINEN
چکیده

Concepts needed in the definition of difference game problems are first studied in detail. Solutions for a general class of deterministic linear quadratic two-player nonzero-sum difference games are then developed. Nash and Stackelberg solutions for open-loop and zero-memory information structure are considered. An augmentation techniques and a dynamic programming approach are applied to obtain the solutions. A recursive algorithm is developed for the Nash open-loop solution. Computational difficulties, which are caused by the augmented representa­ tions when the number of time stages is great, are thus avoided.

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تاریخ انتشار 2009