Metadata language
Książka = Book ; KS/2/1992/R40
Creator:Krajewski, Wiesław (informatyka)
Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:297-302 pages ; 21 cm ; Bibliography p. 302
Type of object: 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: Resource type: Detailed Resource Type: Source: Language: Language of abstract: 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
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