Linear-Quadratic-Gaussian Differential Games with Different Information Patierns

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2003, Pages 4146-4151

  Swarup, Ashitosh ^a   Speyer, Jason L ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; MATRIX ALGEBRA; PROBLEM SOLVING; SPURIOUS SIGNAL NOISE; THEOREM PROVING; VECTORS;

INFORMATION PATTERNS; LINEAR-QUADRATIC-GAUSSIAN (LQG) DIFFERENTIAL GAMES;

GAME THEORY;

EID: 1542349234     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. Ian B. Rhodes and David G. Luenberger, Differential Games with Imperfect State Information. IEEE Transactions On Automatic Control, VOL. AC-14, No. 1, February 1969.
2. Robert D. Behn and Yu-Chi Ho, On a Class of Linear Stochastic Differential Games. IEEE Transactions On Automatic Control, VOL. AC-13, No. 3, June 1968.
3. P. Whittle, Risk-Sensitive Linear/Quadratic/Gaussian Control., Adv. Applied Prob. 13, pp 764-777, 1981.
4. C. -h. Fan and J. L. Speyer, Centralized and Decentralized Solutions of the Linear-Exponential-Gaussian Problem. IEEE Transactions On Automatic Control, VOL. 39, No. 10, pp 1986-2003, October 1994.
5. A.E. Bryson and Y.C. Ho, Applied Optimal Control, Hemisphere Publishing Corp., Bristol, PA.