DocumentCode
2852098
Title
Nash strategy for stochastic delay systems
Author
Mukaidani, H. ; Yamamoto, T. ; Hua Xu
Author_Institution
Grad. Sch. of Educ., Hiroshima Univ., Hiroshima, Japan
fYear
2011
fDate
June 29 2011-July 1 2011
Firstpage
2062
Lastpage
2064
Abstract
This paper discusses Nash games for a class of delay systems governed by Ito´s stochastic differential equation. Sufficient condition for the existence of Nash strategies is given by means of matrix inequality for the first time. It is shown that the state feedback strategy can be obtained by solving the linear matrix inequality (LMI) recursively.
Keywords
delays; differential equations; game theory; linear matrix inequalities; state feedback; stochastic systems; Nash games; Nash strategy; delay systems; linear matrix inequality; state feedback strategy; stochastic delay systems; stochastic differential equation; Delay systems; Differential equations; Games; Linear matrix inequalities; Optimization; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2011
Conference_Location
San Francisco, CA
ISSN
0743-1619
Print_ISBN
978-1-4577-0080-4
Type
conf
DOI
10.1109/ACC.2011.5991100
Filename
5991100
Link To Document