Haar wavelets basis method for Nash equilibrium strategies

Author

Cheng, Zhang ; Peihong, Sun ; Ning, Bin

Author_Institution

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

Volume

2

fYear

2008

fDate

30-31 Aug. 2008

Firstpage

591

Lastpage

596

Abstract

Haar wavelets method for Nash equilibrium strategies of a time-varying linear-quadratic differential game problem is proposed. Based upon some useful properties of Haar wavelets, a special operation matrix of integration, product and coefficient matrices are applied to the government equation such that the cross-coupled Riccati matrix differential equations can be solved easily. The local property of Haar wavelets is advantageous to shorten the calculation process in the task.

Keywords

Haar transforms; Riccati equations; game theory; linear differential equations; matrix multiplication; time-varying systems; wavelet transforms; Haar integral operation matrix; Haar wavelet basis method; Nash equilibrium strategy; coefficient matrix; cross-coupled Riccati matrix differential equation; government equation; matrix product; time-varying linear-quadratic differential game problem; Nash equilibrium; Pattern analysis; Pattern recognition; Wavelet analysis; Haar wavelets; Nash equilibrium; differential game; orthogonal approximation;

fLanguage

English

Publisher

ieee

Conference_Titel

Wavelet Analysis and Pattern Recognition, 2008. ICWAPR '08. International Conference on

Conference_Location

Hong Kong

Print_ISBN

978-1-4244-2238-8

Electronic_ISBN

978-1-4244-2239-5

Type

conf

DOI

10.1109/ICWAPR.2008.4635848

Filename

4635848