Recursive solution of linear-quadratic Nash games for weakly interconnected systems

DOI10.1007/BF00939553zbMath0622.93005MaRDI QIDQ1091319

B. George

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmcoupled algebraic Riccati equationslinear Nash strategiesweakly interconnected systems

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Large-scale systems (93A15)

Related Items (9)

Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems ⋮ Near-optimum steady state regulators for stochastic linear weakly coupled systems ⋮ Closed-loop Stackelberg strategies for singularly perturbed systems: the recursive approach ⋮ Nash equilibrium seeking in quadratic noncooperative games under two delayed information-sharing schemes ⋮ Soft-constrained stochastic Nash games for weakly coupled large-scale systems ⋮ Decoupling transformation for weakly coupled linear systems ⋮ Recursive algorithm for the optimal static output feedback control problem of linear weakly-coupled systems ⋮ Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear-quadratic differential games ⋮ Numerical computation of sign-indefinite linear quadratic differential games for weakly coupled large-scale systems

Cites Work

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• Nonzero-sum differential games
• Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†
• Approximation of Nash strategies
• A quantitative comparison between two decentralized control approaches
• On a Matrix Riccati Equation of Stochastic Control
• Optimization of coupled non-linear systems†
• A contribution to matrix quadratic equations

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