Hierarchical Decisionmaking under Uncertainty

  • Tamer Başar
Part of the Mathematical Concepts and Methods in Science and Engineering book series (MCSENG)


In this paper we deal with two specific information structures within the context of hierarchical noncooperative equilibria of two-person, two-criteria quadratic Gaussian decision problems. Specifically, let x denote the unknown state of nature, which is an n-dimensional Gaussian random vector with mean zero and covariance ∑. Furthermore, let u i denote the decision variable of decisionmaker (DM) i, i = 1, 2, which takes values in ℛr i.


Nash Equilibrium Dynamic Information Stackelberg Equilibrium Gaussian Random Vector Optimal Decision Rule 
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Copyright information

© Plenum Press, New York 1980

Authors and Affiliations

  • Tamer Başar
    • 1
  1. 1.Applied Mathematics DivisionMarmara Research InstituteGebze, KocaeliTurkey

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