EQUILIBRIUM SOLUTIONS IN STATIC DECISION PROBLEMS WITH RANDOM COEFFICIENTS IN QUADRATIC COST

被引：2

作者：

BASAR, T

机构：

[1] Applied Mathematics Division, Marmara Scientific and Industrial Research Institute, Gebze, Kocaeli

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1978年 / 23卷 / 05期

关键词：

D O I：

10.1109/TAC.1978.1101873

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This correspondence extends the results of [1] to the case when the weighting terms of the quadratic cost functions also depend on the random state of “Nature.” For this class of static two-person quadratic decision problems it is shown that the (Nash) equilibrium strategies are unique under certain conditions which, in general, explicitly depend on the probabilistic structure of the problem. Copyright © 1978 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：960 / 962

页数：3