Characterization of LQG differential games with different information patterns

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2004, Pages 3459-3466

  Swarup, Ashitosh ^a   Speyer, Jason L ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; KALMAN FILTERING; MATHEMATICAL TRANSFORMATIONS; PERTURBATION TECHNIQUES; VECTORS;

FILTER STRUCTURE; LINEAR-QUADRATIC-GAUSSIAN (LQG); QUADRATIC WEIGHTING; STOCHASTIC GAMES;

GAME THEORY;

EID: 14244267758     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/cdc.2004.1429245     Document Type: Conference Paper

References (8)

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8. A. Swarup, Linear Quadratic Gaussian Differential Games with Different Information Patterns Ph.D. Dissertation, University of California, Los Angeles, USA, 2004.