Finite Time Robust Feedback Nash Equilibrium for Linear Quadratic Games
| Autor: | Manuel Jimenez-Lizarraga, Nain de la Cruz |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Computer Science::Computer Science and Game Theory
0209 industrial biotechnology Mathematical optimization Differential equation ComputingMilieux_PERSONALCOMPUTING MathematicsofComputing_NUMERICALANALYSIS 02 engineering and technology Function (mathematics) symbols.namesake 020901 industrial engineering & automation Square-integrable function Control and Systems Engineering Nash equilibrium Best response ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Differential game 0202 electrical engineering electronic engineering information engineering symbols 020201 artificial intelligence & image processing Price of stability Epsilon-equilibrium Mathematics |
| Zdroj: | IFAC-PapersOnLine. 50:11794-11799 |
| ISSN: | 2405-8963 |
| DOI: | 10.1016/j.ifacol.2017.08.1990 |
| Popis: | In this paper we consider the solution for an N players non-cooperative differential game affected by some sort of uncertainties. The problem analyzed is linear quadratic in nature, and the uncertainty affecting the game is square integrable, which is seen as a malicious fictitious player trying to maximize the cost function of each player. In order to find the solution to this problem we solve a robust form of the Hamilton-Jacobi-Bellman equation, which allows us to find the robust equilibrium strategies for each player and in turn to solve a Coupled Riccati Differential Equation. |
| Databáze: | OpenAIRE |
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