On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games

Vasile Drăgan, Ivan G. Ivanov and Ioan-Lucian Popa

Chaos, Solitons & Fractals, 2020, vol. 137, issue C

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.

Keywords: Stochastic linear differential games; Nash equilibria; Sampled-data controls; Stochastic linear quadratic differential games (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302770

DOI: 10.1016/j.chaos.2020.109877

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