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Estimation of a Dynamic Auction Game

โœ Scribed by Mireia Jofre-Bonet; Martin Pesendorfer

Book ID
108556241
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
411 KB
Volume
71
Category
Article
ISSN
0012-9682

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A deterministic, two-person, zero-sum, linear quadratic estimation game, which is closely related to the mixed H,/H, estimation problem, is introduced. The strategy of the estimator in this game must guarantee a prescribed H,-performance level y. If the desired H,-performance level is not achieved