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On linear-quadratic Gaussian continuous-time Nash games

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dc.contributor.author Papavassilopoulos, G en
dc.date.accessioned 2014-03-01T01:38:35Z
dc.date.available 2014-03-01T01:38:35Z
dc.date.issued 1984 en
dc.identifier.uri https://dspace.lib.ntua.gr/xmlui/handle/123456789/22276
dc.subject Continuous Time en
dc.subject Linear Quadratic en
dc.subject Linear Quadratic Gaussian en
dc.title On linear-quadratic Gaussian continuous-time Nash games en
heal.type journalArticle en
heal.identifier.primary 10.1007/BF00934565 en
heal.identifier.secondary http://dx.doi.org/10.1007/BF00934565 en
heal.publicationDate 1984 en
heal.abstract Two classes of linear-quadratic Gaussian continuous-time Nash games are considered. Their main characteristic is that the s-fields with respect to which the control actions of the players have to be measurable at each instance of time are not affected by the past controls of the players. We show that, if a solution exists, then there exists a solution linear in en
heal.journalName Journal of Optimization Theory and Applications en
dc.identifier.doi 10.1007/BF00934565 en


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