A PROBLEM OF THE NASH-EQUILIBRIUM CONTROL OF ITO-VOLTERRA LINEAR DIFFUSION-PROCESSES WITH DIFFERENT DATA AVAILABLE TO PLAYERS

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作者
PARDZHANADZE, VV
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中图分类号
TP [自动化技术、计算机技术];
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0812 ;
摘要
A problem is treated for the Nash-equilibrium continuous-time control of Ito-Volterra linear diffusion processes with different data al the disposal of players and with quadratic criteria of equilibrium. The search for equilibrium control reduces to the solution of a system of parametric integral equations with boundary conditions at different ends of the interval involved.
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页码:346 / 356
页数:11
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