Soft-constrained stochastic Nash games for weakly coupled large-scale systems
type: Item
instance of: scholarly article
title: Soft-constrained stochastic Nash games for weakly coupled large-scale systems
zbMATH Open document ID: 1162.93310
author: Hiroaki Mukaidani
published in: Automatica
publication date: 2009-06-10T00:00:00Z
full work available at URL: http://ir.lib.hiroshima-u.ac.jp/00026396
Mathematics Subject Classification ID: 93A15
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 5563972
zbMATH Keywords: weakly coupled large-scale systems
zbMATH Keywords: soft-constrained stochastic Nash games
zbMATH Keywords: computational algorithm
MaRDI profile type: Publication
OpenAlex ID: W2010123645
cites work: Counterexample in linear-quadratic games: Existence of nonlinear Nash solutions
cites work: Q4226167
cites work: Robust equilibria in indefinite linear-quadratic differential games
cites work: Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
cites work: Stochastic&gt;tex&lt;$H_2/H_infty $&gt;/tex&lt;Control WithState-Dependent Noise
cites work: Global solutions to a game-theoretic Riccati equation of stochastic control
cites work: A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
cites work: Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
cites work: Singularly perturbed and weakly coupled linear control systems. A recursive approach
cites work: Stochastic $H^\infty$
cites work: An implicit function theorem
cites work: Q4702910
cites work: A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
cites work: Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
cites work: Numerical computation of sign-indefinite linear quadratic differential games for weakly coupled large-scale systems
cites work: Q3996567
cites work: Recursive solution of linear-quadratic Nash games for weakly interconnected systems
cites work: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
cites work: Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
cites work: Asymptotic solutions to weakly coupled stochastic teams with nonclassical information
cites work: Robust H∞ infinity control in the presence of stochastic uncertainty
cites work: Robust stabilization for a class of uncertain dynamical systems with time delay
cites work: A method for finding sharp error bounds for Newton's method under the Kantorovich assumptions
DOI: 10.1016/J.AUTOMATICA.2008.12.020
Recommended article: Q4921299
Recommended article: Q3378189
Recommended article: Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
Recommended article: A Numerical Analysis of the Nash Strategy for Weakly Coupled Large-Scale Systems
Recommended article: Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents
Recommended article: Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H∞-Constraint
Recommended article: Accelerated Iterations for Finding the Soft-constrained Stochastic Nash Games Equilibrium
Recommended article: A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games
Recommended article: Weakly coupled mean-field game systems
Recommended article: Probabilistic equilibrium solution of soft games
description: scientific article; zbMATH DE number 5563972