Equilibrium Solutions in Static Decision Problems with Random Coefficients in the Quadratic Cost

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Pages (from-to)960-962
Number of pages3
JournalIEEE Transactions on Automatic Control
Volume23
Issue number5
DOIs
StatePublished - Oct 1978
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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