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N-Player Stochastic Differential GamesConditions are described which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. It was found that when the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.
Document ID
19750010869
Acquisition Source
Legacy CDMS
Document Type
Contractor Report (CR)
Authors
Varaiya, P. (Massachusetts Inst. of Tech. Cambridge, MA, United States)
Date Acquired
August 8, 2013
Publication Date
November 26, 1974
Subject Category
Cybernetics
Report/Patent Number
ESL-P-578
NASA-CR-142300
Report Number: ESL-P-578
Report Number: NASA-CR-142300
Accession Number
75N18941
Funding Number(s)
CONTRACT_GRANT: NGL-22-009-124
CONTRACT_GRANT: AF-AFOSR-2273-72
CONTRACT_GRANT: F44260-71-C-0087
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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