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On the linear-quadratic-Gaussian Nash game with one-step delay observation sharing pattern

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1 Author(s)
Papavassilopoulos, G.P. ; University of Southern California, Los Angeles, CA, USA

This paper studies a two-player Nash dynamic, discrete-time, linear-quadratic game under the so-called "one-step delay observation sharing pattern." It is shown that under very weak assumptions the solution exists and is unique and linear in the information.

Published in:

Automatic Control, IEEE Transactions on  (Volume:27 ,  Issue: 5 )