A numerical analysis of the Nash strategy for weakly coupled large-scale systems

IEEE Transactions on Automatic Control Volume 51 Issue 8 Page 1371-1377 published_at 2006-08
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Title ( eng )
A numerical analysis of the Nash strategy for weakly coupled large-scale systems
Creator
Source Title
IEEE Transactions on Automatic Control
Volume 51
Issue 8
Start Page 1371
End Page 1377
Abstract
his note discusses the feedback Nash equilibrium of linear quadratic N-player Nash games for infinite-horizon large-scale interconnected systems. The asymptotic structure along with the uniqueness and positive semidefiniteness of the solutions of the cross-coupled algebraic Riccati equations (CAREs) is newly established via the Newton-Kantorovich theorem. The main contribution of this study is the proposal of a new algorithm for solving the CAREs. In order to improve the convergence rate of the algorithm, Newton's method is combined with a new decoupling algorithm; it is shown that the proposed algorithm attains quadratic convergence. Moreover, it is shown for the first time that solutions to the CAREs can be obtained by solving the independent algebraic Lyapunov equation (ALE) by using the reduced-order calculation.
Keywords
Cross-coupled algebraic Riccati equations (CARE)
Fixed-point algorithm
Nash games
Newton's method
Weakly coupled large-scale systems
NDC
Mathematics [ 410 ]
Language
eng
Resource Type journal article
Publisher
IEEE
Date of Issued 2006-08
Rights
Copyright (c) 2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Publish Type Version of Record
Access Rights open access
Source Identifier
[ISSN] 0018-9286
[DOI] 10.1109/TAC.2006.878744
[NCID] AA00667671
[DOI] http://dx.doi.org/10.1109/TAC.2006.878744