Jump to ContentJump to Main Navigation
Noncooperative Game TheoryAn Introduction for Engineers and Computer Scientists$
Users without a subscription are not able to see the full content.

João P. Hespanha

Print publication date: 2017

Print ISBN-13: 9780691175218

Published to Princeton Scholarship Online: May 2018

DOI: 10.23943/princeton/9780691175218.001.0001

Show Summary Details
Page of

PRINTED FROM PRINCETON SCHOLARSHIP ONLINE (www.princeton.universitypressscholarship.com). (c) Copyright Princeton University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in PRSO for personal use.date: 30 July 2021

State-Feedback Zero-Sum Dynamic Games

State-Feedback Zero-Sum Dynamic Games

Chapter:
(p.201) Lecture 17 State-Feedback Zero-Sum Dynamic Games
Source:
Noncooperative Game Theory
Author(s):

João P. Hespanha

Publisher:
Princeton University Press
DOI:10.23943/princeton/9780691175218.003.0017

This chapter focuses on the computation of the saddle-point equilibrium of a zero-sum discrete time dynamic game in a state-feedback policy. It begins by considering solution methods for two-player zero sum dynamic games in discrete time, assuming a finite horizon stage-additive cost that Player 1 wants to minimize and Player 2 wants to maximize, and taking into account a state feedback information structure. The discussion then turns to discrete time dynamic programming, the use of MATLAB to solve zero-sum games with finite state spaces and finite action spaces, and discrete time linear quadratic dynamic games. The chapter concludes with a practice exercise that requires computing the cost-to-go for each state of the tic-tac-toe game, and the corresponding solution.

Keywords:   saddle-point equilibrium, discrete time dynamic, state-feedback policy, zero sum dynamic, tic-tac-toe, state feedback information structure, discrete time dynamic programming, MATLAB, zero-sum, discrete time linear quadratic dynamic

Princeton Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us.