DocumentCode
3015190
Title
Discrete time riccati equations in open loop nash games for descriptor systems
Author
Salmah
Author_Institution
Dept. of Math., Gadjah Mada Univ., Yogyakarta, Indonesia
fYear
2011
fDate
15-17 Nov. 2011
Firstpage
236
Lastpage
239
Abstract
In this paper we study difference equations appearing in the necessary optimality conditions of noncooperative open loop Nash games with the players are given control to descriptor systems. Since these equations are coupled nonsymmetric Riccati difference equations, their qualitative behaviour is essentially different from that of standard (symmetric) Riccati equations. Moreover we study also the properties of the solutions of the corresponding algebraic Riccati equations.
Keywords
Riccati equations; discrete time systems; game theory; open loop systems; algebraic Riccati equation; coupled nonsymmetric Riccati difference equation; descriptor system; discrete time Riccati equation; noncooperative open loop Nash game; Control systems; Coupled Riccati equations; Nash strategies; Noncooperative dynamic games; descriptor systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Instrumentation Control and Automation (ICA), 2011 2nd International Conference on
Conference_Location
Bandung
Print_ISBN
978-1-4577-1462-7
Type
conf
DOI
10.1109/ICA.2011.6130163
Filename
6130163
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