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Volumn 45, Issue 7, 2000, Pages 1397-1401

Nash equilibria in risk-sensitive dynamic games

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; CONTROLLABILITY; DISCRETE TIME CONTROL SYSTEMS; FEEDBACK CONTROL; GAME THEORY; KALMAN FILTERING; OBSERVABILITY; SENSITIVITY ANALYSIS; SYSTEM STABILITY;

EID: 0034223685     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.867067     Document Type: Article
Times cited : (29)

References (14)
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    • (1973) IEEE Trans. Automat. Contr. , vol.AC-18 , pp. 124-131
    • Jacobson, D.H.1
  • 2
    • 0016094244 scopus 로고
    • Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
    • Aug.
    • J. L. Speyer, J. Deyst, and D. H. Jacobson, "Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria," IEEE Trans. Automat. Contr., vol. AC-19, pp. 358-365, Aug. 1974.
    • (1974) IEEE Trans. Automat. Contr. , vol.AC-19 , pp. 358-365
    • Speyer, J.L.1    Deyst, J.2    Jacobson, D.H.3
  • 3
    • 0001667951 scopus 로고
    • Risk-sensitive linear quadratic Gaussian control
    • P. Whittle, "Risk-sensitive linear quadratic Gaussian control," Adv. Appl. Prob., vol. 13, pp. 764-777, 1981.
    • (1981) Adv. Appl. Prob. , vol.13 , pp. 764-777
    • Whittle, P.1
  • 5
    • 0024169379 scopus 로고
    • Centralized and decentralized stochastic control problems with an exponential cost criterion
    • Austin, TX, Dec.
    • C. R. Jaensch and J. L. Speyer, "Centralized and decentralized stochastic control problems with an exponential cost criterion," in Proc. 27th Conf. Decision and Control, Austin, TX, Dec. 1988, pp. 286-291.
    • (1988) Proc. 27th Conf. Decision and Control , pp. 286-291
    • Jaensch, C.R.1    Speyer, J.L.2
  • 6
    • 0028529209 scopus 로고
    • Centralized and decentralized solutions of the linear-exponential-Gaussian problem
    • Oct.
    • C.-H. Fan, C. R. Jaensch, and J. L. Speyer, "Centralized and decentralized solutions of the linear-exponential-Gaussian problem," IEEE Trans. Automat. Contr., vol. 39, pp. 1986-2003, Oct. 1994.
    • (1994) IEEE Trans. Automat. Contr. , vol.39 , pp. 1986-2003
    • Fan, C.-H.1    Jaensch, C.R.2    Speyer, J.L.3
  • 7
    • 0021455757 scopus 로고
    • Optimal control of partially observable stochastic systems with an exponential-of-integral performance index
    • July
    • A. Bensoussan and J. H. van Schuppen, "Optimal control of partially observable stochastic systems with an exponential-of-integral performance index," SIAM J. Contr. Optimiz., vol. 23, no. 4, pp. 599-613, July 1985.
    • (1985) SIAM J. Contr. Optimiz. , vol.23 , Issue.4 , pp. 599-613
    • Bensoussan, A.1    Van Schuppen, J.H.2
  • 9
    • 0028416983 scopus 로고
    • Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
    • Apr.
    • M. R. James, J. S. Baras, and R. J. Elliott, "Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems," IEEE Trans. Automat. Contr., vol. 39, pp. 780-792, Apr. 1994.
    • (1994) IEEE Trans. Automat. Contr. , vol.39 , pp. 780-792
    • James, M.R.1    Baras, J.S.2    Elliott, R.J.3
  • 10
    • 0028738360 scopus 로고
    • An information-state approach to linear/risk-sensitive/quadratic/Gaussian control
    • FL, Dec.
    • I. B. Collings, M. R. James, and J. B. Moore, "An information-state approach to linear/risk-sensitive/quadratic/Gaussian control," in Proc. 33rd Conf. Decision and Control, FL, Dec. 1994, pp. 3802-3807.
    • (1994) Proc. 33rd Conf. Decision and Control , pp. 3802-3807
    • Collings, I.B.1    James, M.R.2    Moore, J.B.3
  • 13
    • 0029178458 scopus 로고
    • Nash equilibria in risk-sensitive dynamic games
    • Seattle, WA, June
    • M. B. Klompstra, "Nash equilibria in risk-sensitive dynamic games," in Proc. 1995 Am. Contr. Conf., Seattle, WA, June 1995, pp. 2458-2462.
    • (1995) Proc. 1995 Am. Contr. Conf. , pp. 2458-2462
    • Klompstra, M.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.