The problem of the existence of a Nash equilibrium strategy in a state feedback form is discussed for a class of stochastic linear quadratic two players differential games. It is assumed that only measurements at discrete-time instances of the state parameters are available. Both piecewise continuous admissible strategies as well as piecewise constant admissible strategies are considered.

中文翻译：

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一类采样数据随机线性二次微分对策的闭环Nash均衡策略

针对一类随机线性二次两个参与者差分博弈，讨论了状态反馈形式的纳什均衡策略的存在性问题。假设仅在状态参数的离散时间实例处的测量可用。既考虑了分段连续的可允许策略，也考虑了分段恒定的可允许策略。