On the Informational Properties of the Nash Solution of LQG Dynamic Games

Tu, M; Papavassilopoulos, G

dc.contributor.author	Tu, M	en
dc.contributor.author	Papavassilopoulos, G	en
dc.date.accessioned	2014-03-01T01:38:29Z
dc.date.available	2014-03-01T01:38:29Z
dc.date.issued	1983	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/22199
dc.relation.uri	http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=4788278	en
dc.subject	Discrete Time	en
dc.subject	Dynamic Game	en
dc.subject	linear functionals	en
dc.subject	riccati equation	en
dc.subject	kalman filter	en
dc.title	On the Informational Properties of the Nash Solution of LQG Dynamic Games	en
heal.type	journalArticle	en
heal.publicationDate	1983	en
heal.abstract	The M-person, N-stage discrete time LQG Nash game is considered. The players use strategies that are linear functions of the current estimate of the state generated by a Kalman filter. We study the impact of improvements of the information on the costs of the players. For certain classes of such problems, we show that better information is beneficial to all	en
heal.journalName	Journal of Vascular Surgery	en