Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems.
Oswaldo L. V. CostaAndré Marcorin de OliveiraPublished in: Syst. Control. Lett. (2024)
Keyphrases
- linear systems
- linear quadratic
- nash equilibrium
- dynamical systems
- markov chain
- game theory
- game theoretic
- state space
- closed loop
- stackelberg game
- optimal control
- mixed strategy
- vector valued
- pure strategy
- worst case
- nash equilibria
- sufficient conditions
- sparse linear systems
- pid controller
- incomplete information
- differential evolution
- regression model
- lower bound
- cooperative