Skip to main content

Information Patterns in Discrete-Time Linear-Quadratic Dynamic Games

  • Chapter
  • First Online:
Sensors: Theory, Algorithms, and Applications

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 61))

  • 1795 Accesses

Abstract

Information – who knows what, when – plays a critical role in game theory, and, in particular, in dynamic games. Thus, dynamic game theory is an ideal vehicle for exploring the interplay of dynamics and information. We confine our attention to discrete-time Linear-Quadratic Dynamic Games (LQDGs) which have the distinct advantage of readily being amenable to analysis without having to overcome conceptual and technical difficulties, closed-form results are possible, and one is in tune with modern digital signal processing techniques. In this chapter a hierarchy of discrete-time LQDGs are characterized by a sequence of information patterns which increase in complexity is analyzed and an insight into the Dynamics of Information Systems is obtained.

The views expressed in this chapter are those of the author and do not reflect the official policy or position of the United States Air Force, Department of Defense, or US Government.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Tokhi, O. and S. Veres: Active Sound and Vibration Control, IEE, London, 2002

    Book  Google Scholar 

  2. Basar, T. and P. Bernhard: H– optimal control and related minimax design problems: a dynamic game approach, Birkhhauser, Boston, 2008

    Book  MATH  Google Scholar 

  3. Engwerda, J.: LQ Dynamic Optimization and Differential Games, Wiley, 2005

    Google Scholar 

  4. M. Pachter and K. Pham: Discrete-Time Linear-Quadratic Dynamic Games (to appear) Journal of Optimization Theory and Applications, Vol. 146, No. 1, July 2010, pp. 151–179.

    Google Scholar 

  5. Zhang, Fuzhen: The Schur Complement and Its Applications, Springer, 2005. ISBN 0387242716.

    Google Scholar 

  6. Pachter, M.: The LQG Game Against Nature, in Advances in Dynamic Games and their Applications, P. Bernhard, V. Gaitsgory and O. Pourtallier editors, Birkhauser 2009, pp. 443–453.

    Google Scholar 

  7. Brogan, W. L.: Modern Control Theory, Prentice-Hall, 1985, pp. 78.

    Google Scholar 

  8. E. F. Mageirou: Values and Strategies for Infinite Time Linear Quadratic Games, IEEE Trans. on AC, August 1976, pp. 547–550.

    MATH  Google Scholar 

  9. Bernstein, D. S.: Matrix Mathematics, Princeton University Press, 2005, pp. 271.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Meir Pachter .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Pachter, M., Pham, K.D. (2012). Information Patterns in Discrete-Time Linear-Quadratic Dynamic Games. In: Boginski, V.L., Commander, C.W., Pardalos, P.M., Ye, Y. (eds) Sensors: Theory, Algorithms, and Applications. Springer Optimization and Its Applications(), vol 61. Springer, New York, NY. https://doi.org/10.1007/978-0-387-88619-0_5

Download citation

Publish with us

Policies and ethics