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

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

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.

Suggested Citation

  • Drăgan, Vasile & Ivanov, Ivan G. & Popa, Ioan-Lucian, 2020. "On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    • Handle: RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302770
    DOI: 10.1016/j.chaos.2020.109877
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    References listed on IDEAS

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    1. Agnieszka Wiszniewska-Matyszkiel, 2014. "Open and Closed Loop Nash Equilibria in Games with a Continuum of Players," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 280-301, January.
    2. Sun, Jingrui & Yong, Jiongmin, 2019. "Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria," Stochastic Processes and their Applications, Elsevier, vol. 129(2), pages 381-418.
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    Cited by:

    1. Vasile Drăgan & Ivan Ganchev Ivanov & Ioan-Lucian Popa & Ovidiu Bagdasar, 2021. "Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games," Mathematics, MDPI, vol. 9(21), pages 1-15, October.
    2. Saravanakumar, Ramasamy & Datta, Rupak & Cao, Yang, 2022. "New insights on fuzzy sampled-data stabilization of delayed nonlinear systems," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).

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