Subtitle:

Książka = Book ; KS/2/1992/R40

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

297-302 pages ; 21 cm ; Bibliography p. 302

Type of object:

Book/Chapter

Abstract:

In the paper the linear, exponential-quadratic, Gaussian noncooperative problems are considered. The standard LQG assumptions of linear state constraints and Gaussian noises are preserved. The objective functionals in the form of expectation of the exponential of quadratic function with an added scalar allow to reflect decision makers' sensitivity to risk. For discrete-time problem Nash equilibrium solutions under different information structures are given. The impact on the presented solutions, of considered information structures is enlightened.

Relation:

Książka = Book

Detailed Resource Type:

Book

Resource Identifier:

oai:rcin.org.pl:197799

Source:

KS-1992-02-R40

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open