Linear-quadratic N-person Nonzero-sum Repeated Game: Complete Information and Incomplete Information

In this paper, we study a type of repeated game, which plays a linear-quadratic N-person nonzero-sum differential game at every stage. First, in the case of complete information, we give an open-loop Nash equilibrium for each stage according to the Riccati equation system. Then, faced with incomplete information, we estimate the parameters for each decision-maker according to the information observed in the previous stage. Therefore, we transform the problem into complete-information case that has been solved.