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- W1553446912 abstract "The purpose of this paper is to investigate a finitetime horizon closed-loop Nash game for a class of stochastic systems. First, the condition necessary to attain Nash equilibrium is derived by means of stochastic maximum principle. When this principle is used, the existence conditions consist of crosscoupled forward-backward stochastic differential equations (CFBSDEs). Second, these results are then used to investigate closed-loop Nash games for a class of stochastic large-scale linear systems. Finally, simple examples are solved to show the validity of the proposed method." @default.
- W1553446912 created "2016-06-24" @default.
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- W1553446912 date "2015-07-01" @default.
- W1553446912 modified "2023-09-24" @default.
- W1553446912 title "Finite-horizon closed-loop Nash game for stochastic large-scale systems with multiple decision makers" @default.
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- W1553446912 doi "https://doi.org/10.1109/acc.2015.7170942" @default.
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