Nash strategies for M-person differential games with mixed information structures

✍ Scribed by Tamer Başar

• Publisher: Elsevier Science
• Year: 1975
• Tongue: English
• Weight: 478 KB
• Volume: 11
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(75)90033-3

✦ Synopsis

Snmmary~This paper is concerned with a class of M-" person linear-quadratic nonzero-sum differential games in which a subset of the players have access to closed-loop (CL) information and the rest to open-loop (eL) information. The state equation contains an additive random perturbation term, inclusion of which has been shown to be necessary in order to obtain, a unique globally optimal Nash equilibrium solution. For each player with CL information, the optimal strategy is a linear function of the current and the initial states, and for each player with eL information, the optimal strategy is a linear function of the initial state.