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The Linear Quadratic Gaussian Multis...

Clemens, Joshua William.

The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method./
Author:	Clemens, Joshua William.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2018,
Description:	184 p.
Notes:	Source: Dissertation Abstracts International, Volume: 79-07(E), Section: B.
Contained By:	Dissertation Abstracts International79-07B(E).
Subject:	Aerospace engineering. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10743842
ISBN:	9780355621686

The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method.
Clemens, Joshua William.

The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method. - Ann Arbor : ProQuest Dissertations & Theses, 2018 - 184 p.

Source: Dissertation Abstracts International, Volume: 79-07(E), Section: B.

Thesis (Ph.D.)--University of California, Los Angeles, 2018.

Game theory has application across multiple fields, spanning from economic strategy to optimal control of an aircraft and missile on an intercept trajectory. The idea of game theory is fascinating in that we can actually mathematically model real-world scenarios and determine optimal decision making. It may not always be easy to mathematically model certain real-world scenarios, nonetheless, game theory gives us an appreciation for the complexity involved in decision making. This complexity is especially apparent when the players involved have access to different information upon which to base their decision making (a nonclassical information pattern).

ISBN: 9780355621686Subjects--Topical Terms:

686400
Aerospace engineering.

The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method.
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020 $a 9780355621686
035 $a (MiAaPQ)AAI10743842
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100 1 $a Clemens, Joshua William. $3 1213810
245 1 4 $a The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2018
300 $a 184 p.
500 $a Source: Dissertation Abstracts International, Volume: 79-07(E), Section: B.
500 $a Adviser: Jason L. Speyer.
502 $a Thesis (Ph.D.)--University of California, Los Angeles, 2018.
520 $a Game theory has application across multiple fields, spanning from economic strategy to optimal control of an aircraft and missile on an intercept trajectory. The idea of game theory is fascinating in that we can actually mathematically model real-world scenarios and determine optimal decision making. It may not always be easy to mathematically model certain real-world scenarios, nonetheless, game theory gives us an appreciation for the complexity involved in decision making. This complexity is especially apparent when the players involved have access to different information upon which to base their decision making (a nonclassical information pattern).
520 $a Here we will focus on the class of adversarial two-player games (sometimes referred to as pursuit-evasion games) with nonclassical information pattern. We present a two-sided (simultaneous) optimization solution method for the two-player linear quadratic Gaussian (LQG) multistage game. This direct solution method allows for further interpretation of each player's decision making (strategy) as compared to previously used formal solution methods. In addition to the optimal control strategies, we present a saddle point proof and we derive an expression for the optimal performance index value. We provide some numerical results in order to further interpret the optimal control strategies and to highlight real-world application of this game-theoretic optimal solution.
590 $a School code: 0031.
650 4 $a Aerospace engineering. $3 686400
650 4 $a Engineering. $3 561152
690 $a 0538
690 $a 0537
710 2 $a University of California, Los Angeles. $b Aerospace Engineering. $3 1180266
773 0 $t Dissertation Abstracts International $g 79-07B(E).
790 $a 0031
791 $a Ph.D.
792 $a 2018
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10743842

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