Saddle-Point Equilibrium of Dynamic Game for Bilinear System

Author

Sun, Pei-Hong ; Tang, Lei ; Kuang, Xiao-lei

Author_Institution

Sch. of Econ. & Manage., Guangdong Univ. of Technol., Guangzhou, China

fYear

2010

fDate

30-31 Jan. 2010

Firstpage

326

Lastpage

329

Abstract

In this paper, saddle point equilibrium problem of the bilinear quadratic performance index dynamic game will be discussed from the basic saddle point equilibrium strategy of the game theory, by introducing a proper transformation, transforming the bilinear systems of nonlinear two points boundary value problem into a "separation" form of the linear two-point boundary, and then finding the saddle-point iteration method using equilibrium strategies.

Keywords

bilinear systems; boundary-value problems; game theory; iterative methods; bilinear quadratic performance; bilinear system; dynamic game; game theory; iteration method; linear two point boundary; nonlinear two points boundary value problem; saddle point equilibrium problem; Conference management; Cost function; Educational institutions; Finance; Financial management; Game theory; Innovation management; Nonlinear systems; Riccati equations; Technology management; dynamic game; iterative algorithm; saddle-point equilibrium;

fLanguage

English

Publisher

ieee

Conference_Titel

Innovative Computing & Communication, 2010 Intl Conf on and Information Technology & Ocean Engineering, 2010 Asia-Pacific Conf on (CICC-ITOE)

Conference_Location

Macao

Print_ISBN

978-1-4244-5634-5

Electronic_ISBN

978-1-4244-5635-2

Type

conf

DOI

10.1109/CICC-ITOE.2010.90

Filename

5439224