Adaptive Games

The area of adaptive control has received a lot of attention during recent years. Many different schemes have been proposed and studied and several interesting results have been obtained. In almost all the papers the single objective case is addressed: There is one decision maker with his own control objective or there are many controllers acting in a decentralized way who nonetheless have a common objective, i.e., they are a team. Nonetheless, there are cases where there exist many controllers, each one of which has his own objective. Such multiobjective control problems can arise after the decentralization of a large system or exist as such due to the inherent characteristics of the problem. Situations like these belong to the realm of game theory. It is only natural to try to extend the ideas of adaptive control to the area of game theory. As a matter of fact, ignorance of several parameters pertaining to an opponent for which parameters no apriori off line identification is feasible is quite natural in situations of conflict.