A Series Solution for Coupled Algebraic Riccati Type Equations from Closed-loop Nash Strategy
| Autor: | Ana Lucia Driemeyer Franco, Marc Jungers |
|---|---|
| Přispěvatelé: | Systèmes et Applications des Technologies de l'Information et de l'Energie (SATIE), École normale supérieure - Cachan (ENS Cachan)-Université Paris-Sud - Paris 11 (UP11)-Institut Français des Sciences et Technologies des Transports, de l'Aménagement et des Réseaux (IFSTTAR)-École normale supérieure - Rennes (ENS Rennes)-Université de Cergy Pontoise (UCP), Université Paris-Seine-Université Paris-Seine-Conservatoire National des Arts et Métiers [CNAM] (CNAM)-Centre National de la Recherche Scientifique (CNRS), Departamento de Automação e Sistemas (DAS), Federal University of Santa Catarina, Jungers, Marc |
| Jazyk: | angličtina |
| Rok vydání: | 2007 |
| Předmět: |
Lyapunov function
Coupled Algebraic Riccati type Equations 0209 industrial biotechnology Mathematical optimization Iterative method 0211 other engineering and technologies 02 engineering and technology Linear-quadratic regulator Algebraic Riccati equation symbols.namesake 020901 industrial engineering & automation [INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Riccati equation Applied mathematics Algebraic number Mathematics Games Theory 021103 operations research iterative algorithm Series (mathematics) Nash Strategy Rate of convergence series solution symbols [INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering |
| Zdroj: | European Control Conference (ECC) European Control Conference (ECC), Jul 2007, Kos, Greece. pp.CD-ROM |
| Popis: | International audience; Coupled algebraic Riccati type equations issued from a Nash strategy with a closed-loop information structure are very difficult to solve. Even if there does not exist an analytic solution of these equations, the literature offers several iterative algorithms to obtain numerical solutions. These algorithms are usually delicate because they imply solving sophisticated equations. This paper provides a simpler algorithm using only one standard algebraic Riccati equation and several Lyapunov equations. For some classical examples considered here, this algorithm leads to a reasonable convergence rate with respect to the algorithms of the literature. |
| Databáze: | OpenAIRE |
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