Singular Perturbation Trajectory Following Algorithms for Min-Max Differential Games.

Autor: Başar, Tamer, Bernhard, Pierre, Falcone, Maurizio, Filar, Jerzy, Haurie, Alain, Melikyan, Arik A., Nowak, Andrzej S., Petrosjan, Leon A., Rapaport, Alain, Shinar, Josef, Jørgensen, Steffen, Quincampoix, Marc, Vincent, Thomas L., McDonald, Dale B., Grantham, Walter J.
Zdroj: Advances in Dynamic Game Theory; 2007, p659-678, 20p
Abstrakt: This chapter examines trajectory following algorithms for differential games subject to simple bounds on player strategy variables. These algorithms are trajectory following in the sense that closed-loop player strategies are generated directly by the solutions to ordinary differential equations. Player strategy differential equations are based upon Lyapunov optimizing control techniques and represent a balance between the current penetration rate for an appropriate descent function and the current cost accumulation rate. This numerical strategy eliminates the need to solve 1) a min-max optimization problem at each point along the state trajectory and 2) nonlinear two-point boundary-value problems. Furthermore, we address "stiff" systems of differential equations that arise during the design process and seriously degrade algorithmic performance. We use standard singular perturbation methodology to produce a numerically tractable algorithm. This results in the Efficient Cost Descent (ECD) algorithm which possesses desirable characteristics unique to the trajectory following method. Equally important as a specification of a new trajectory following algorithm is the observation and resolution of several issues regarding the design and implementation of a trajectory following algorithm in a differential game setting. [ABSTRACT FROM AUTHOR]
Databáze: Supplemental Index