Title :
Closed-Loop Nash Strategies for Singularly Perturbed Bilinear Quadratic Systems
Author :
Ning, Bin ; Chengke, Zhang ; Huainian, Zhu ; Peihong, Sun
Author_Institution :
Sch. of Manage., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
This paper studies the Nash equilibrium for singularly perturbed bilinear quadratic problems, proposes a singularly perturbed fixed point iterative algorithm to solve cross-coupled algebraic Riccati equations, and further obtains the near-optimal Nash strategies. In the end, an implement method of the algorithm is presented.
Keywords :
Riccati equations; bilinear systems; closed loop systems; game theory; iterative methods; Nash equilibrium; closed-loop Nash strategies; cross-coupled algebraic Riccati equations; fixed point iterative algorithm; singularly perturbed bilinear quadratic systems; Conference management; Educational institutions; Engineering management; Financial management; Game theory; Innovation management; Iterative algorithms; Nash equilibrium; Nonlinear systems; Technology management; Nash equilibrium; bilinear system; closed-loop; singularly perturbed;
Conference_Titel :
Information Management, Innovation Management and Industrial Engineering, 2009 International Conference on
Conference_Location :
Xi´an
Print_ISBN :
978-0-7695-3876-1
DOI :
10.1109/ICIII.2009.528
