Some thoughts on saddle-point conditions and information structures in zero-sum differential games |
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Authors: | Basar T |
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Institution: | (1) Applied Mathematics Division, Marmara Research Institute, The Scientific and Technical Research Council of Turkey, Gebze-Kocaeli, Turkey |
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Abstract: | For a very simple two-stage, linear-quadratic, zero-sum difference game with dynamic information structure, we show that (i) there exist nonlinear saddle-point strategies which require the same existence conditions as the well-known linear, closed-loop, no-memory solution and (ii) there exist both linear and nonlinear saddle-point strategies which require more stringent conditions than the unique open-loop solution. We then discuss the implication of this result with respect to the existence of saddle points in zero-sum differential games for different information patterns. |
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Keywords: | Game theory linear-quadratic games zero-sum differential games saddle-point solutions information patterns |
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