Linear-quadratic-Gaussian differential games with different information patterns

Ashitosh Swarup, Jason L. Speyer. Linear-quadratic-Gaussian differential games with different information patterns. In 42nd IEEE Conference on Decision and Control, CDC 2003, Maui, Hawaii, USA, December 9-12, 2003. pages 4146-4151, IEEE, 2003. [doi]

Authors

Ashitosh Swarup

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Jason L. Speyer

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