Nash equilibria in risk-sensitive dynamic games |
| |
Authors: | Klompstra MB |
| |
Affiliation: | Nat. Aerosp. Lab. NLR, Amsterdam; |
| |
Abstract: | Dynamic games in which each player has an exponential cost criterion are referred to as risk-sensitive dynamic games. In this note, Nash equilibria are considered for such games. Feedback risk-sensitive Nash equilibrium solutions are derived for two-person discrete time linear-quadratic nonzero-sum games, both under complete state observation and shared partial observation |
| |
Keywords: | |
|
|