Soft-constrained stochastic Nash games for weakly coupled large-scale systems

Author:

Mukaidani Hiroaki

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference26 articles.

1. A counterexample in linear–quadratic games: Existence of nonlinear Nash solutions;Basar;Journal of Optimization Theory and Applications,1974

2. Dynamic noncooperative game theory;Basar,1999

3. Robust equilibria in indefinite linear-quadratic differential games;Broek;Journal of Optimization Theory and Applications,2003

4. Nash equilibrium payoffs for nonzero-sum stochastic differential games;Buckdahn;SIAM Journal on Control and Optimization,2004

5. Stochastic H2/H∞ control with state-dependent noise;Chen;IEEE Transactions on Automatic Control,2004

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