On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
Abstract
The problem of the existence of a Nash equilibrium strategy in a state feedback form is discussed for a class of stochastic linear quadratic two players differential games. It is assumed that only measurements at discrete-time instances of the state parameters are available. Both piecewise continuous admissible strategies as well as piecewise constant admissible strategies are considered.
- Publication:
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Chaos Solitons and Fractals
- Pub Date:
- August 2020
- DOI:
- 10.1016/j.chaos.2020.109877
- Bibcode:
- 2020CSF...13709877D
- Keywords:
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- Stochastic linear differential games;
- Nash equilibria;
- Sampled-data controls;
- Stochastic linear quadratic differential games