Soft-constrained stochastic Nash games for weakly coupled large-scale systems
Automatica 45 巻 5 号
1272-1279 頁
2009 発行
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この文献の参照には次のURLをご利用ください : https://ir.lib.hiroshima-u.ac.jp/00026396
| ファイル情報(添付) | |
| タイトル ( eng ) |
Soft-constrained stochastic Nash games for weakly coupled large-scale systems
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| 作成者 | |
| 収録物名 |
Automatica
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| 巻 | 45 |
| 号 | 5 |
| 開始ページ | 1272 |
| 終了ページ | 1279 |
| 抄録 |
In this paper, we discuss infinite-horizon soft-constrained stochastic Nash games involving state-dependent noise in weakly coupled large-scale systems. First, we formulate linear quadratic differential games in which robustness is attained against model uncertainty. It is noteworthy that this is the first time conditions for the existence of robust equilibria have been derived based on the solutions of sets of cross-coupled stochastic algebraic Riccati equations (CSAREs). After establishing an asymptotic structure with positive definiteness for CSAREs solutions, we derive a recursive algorithm by means of Newton's method so that it can be used to obtain solutions for CSAREs. As another important feature, we propose a high-order approximate Nash strategy based on iterative solutions. Finally, we provide a numerical example to verify the efficiency of the proposed algorithms.
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| 著者キーワード |
weakly coupled large-scale systems
soft-constrained stochastic Nash games
computational algorithm
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| NDC分類 |
機械工学 [ 530 ]
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| 言語 |
英語
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| 資源タイプ | 学術雑誌論文 |
| 出版者 |
Elsevier Ltd
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| 発行日 | 2009 |
| 権利情報 |
Copyright (c) 2009 Elsevier Ltd
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| 出版タイプ | Author’s Original（十分な品質であるとして、著者から正式な査読に提出される版） |
| アクセス権 | オープンアクセス |
| 収録物識別子 |
[ISSN] 0005-1098
[DOI] 10.1016/j.automatica.2008.12.020
[NCID] AA00556488
[DOI] http://dx.doi.org/10.1016/j.automatica.2008.12.020
～の異版である
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