Disturbed Discrete Time Linear-Quadratic Open-Loop Nash games
نویسندگان
چکیده
We examine disturbed linear-quadratic games, where each player chooses his strategy according to a modified Nash equilibrium model under open-loop information structure. We give conditions for the existence and uniqueness of such an equilibrium. We also show how these conditions are related to certain Riccati difference equations and a boundary value problem.
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تاریخ انتشار 2002