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A note on system modelling and control in the case of conflicting objectives |
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| Authors: | Wieslaw Krajewski |
| Abstract: | The paper is concerned with the problem of system modelling in the case of many decision makers with conflicting goals. The suggested approach, preserving much of the tractability of the standard LQG problems, allows to take into account decision makers' risk attitudes. This revised version was published online in June 2006 with corrections to the Cover Date. |
| Keywords: | discrete-time systems stochastic Nash games risk sensitivity model approximation |
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