Title :
Stochastic Nash games for multimodeling systems
Author :
Mukaidani, Hiroaki ; Dragan, Vasile
Author_Institution :
Grad. Sch. of Educ., Hiroshima Univ., Higashi-Hirosihima, Japan
Abstract :
In this paper, the linear quadratic infinite horizon Nash games for stochastic multimodeling systems (SMS) are discussed. After establishing the asymptotic structure of the solutions to the cross-coupled stochastic multimodeling algebraic Riccati equation (CSMARE), a parameter independent stochastic Nash strategy set is given on the basis of this structure. The degradation of the cost by means of the proposed strategy is also investigated. As another important feature, a new algorithm for solving the reduced-order CSMARE is derived. The numerical example for a multimachine power system is given to demonstrate the efficiency and feasibility of the proposed algorithm.
Keywords :
Riccati equations; stochastic games; stochastic systems; algebraic Riccati equation; linear quadratic infinite horizon Nash games; multimachine power system; multimodeling systems; stochastic Nash games; Control systems; Costs; Degradation; Infinite horizon; Power systems; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems; Uncertainty;
Conference_Titel :
American Control Conference, 2009. ACC '09.
Conference_Location :
St. Louis, MO
Print_ISBN :
978-1-4244-4523-3
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2009.5160055