Probabilistic multimodeling in zero-sum differential games

Research output: Contribution to journalConference article

Abstract

A theory of existence and characterization of equilibria is developed for stochastic zero-sum differential games when the players operate under different (probabilistic) models for the underlying system and the measurement process(es). The main objective of this study is to identify salient features of such an extended formulation for zero-sum stochastic differential games with noisy measurements, and to analyze the equilibria that emerge from possible inconsistent modeling. After a general discussion on the implications of subjective probabilistic modeling on saddle-point equilibria, the authors carefully study the class of zero-sum differential games where the players have a common (noisy) measurement of the state, but different (subjective) statistics on the system measurement noise processes. The author obtains a characterization of the equilibrium solution in the presence of such a discrepancy and studies the structural consistency of the solution and its convergence to the saddle-point solution of the nominal game as the discrepancy becomes (in some norm) vanishingly small.

Original languageEnglish (US)
Pages (from-to)1425-1429
Number of pages5
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1988
EventProceedings of the 27th IEEE Conference on Decision and Control - Austin, TX, USA
Duration: Dec 7 1988Dec 9 1988

Fingerprint

Zero sum game
Differential Games
Saddlepoint
Discrepancy
Extended Formulations
Stochastic Differential Games
Probabilistic Modeling
Zero-sum
Equilibrium Solution
Measurement System
Probabilistic Model
Inconsistent
Categorical or nominal
Game
Statistics
Norm
Modeling

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Probabilistic multimodeling in zero-sum differential games. / Basar, M Tamer.

In: Proceedings of the IEEE Conference on Decision and Control, 01.12.1988, p. 1425-1429.

Research output: Contribution to journalConference article

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