A note on system modelling and control in the case of conflicting objectives

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作者
Wieslaw Krajewski
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discrete-time systems; stochastic Nash games; risk sensitivity; model approximation;
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摘要
The paper is concerned with the problem of system modelling in the case of many decision makers with conflicting goals. The suggested approach, preserving much of the tractability of the standard LQG problems, allows to take into account decision makers' risk attitudes.
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页码:91 / 97
页数:6
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