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Avtomatika i Telemekhanika, 1991, Issue 8, Pages 80–94 (Mi at4244)  
Stochastic Systems

The problem of Nash-equilibrium control of linear diffusion processes when the players have different information in real time

V. V. Pardzhanadze

Tbilisi Ivane Javakhishvili State University
Full-text PDF (1727 kB)

Received: 26.03.1990
Bibliographic databases:
Document Type: Article
UDC: 517.977.8
MSC: Primary 93E05; Secondary 90D15, 93E11
Language: Russian
Citation: V. V. Pardzhanadze, “The problem of Nash-equilibrium control of linear diffusion processes when the players have different information in real time”, Avtomat. i Telemekh., 1991, no. 8, 80–94; Autom. Remote Control, 52:8 (1991), 1097–1106
Citation in format AMSBIB
\Bibitem{Par91}
\by V.~V.~Pardzhanadze
\paper The problem of Nash-equilibrium control of linear diffusion processes when the players have different information in real time
\jour Avtomat. i Telemekh.
\yr 1991
\issue 8
\pages 80--94
\mathnet{http://mi.mathnet.ru/at4244}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1139412}
\transl
\jour Autom. Remote Control
\yr 1991
\vol 52
\issue 8
\pages 1097--1106
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