Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter
Applied Mathematics and Computation Volume 188 Issue 2
Page 1173-1183
published_at 2007-05
アクセス数 : 712 件
ダウンロード数 : 154 件
今月のアクセス数 : 2 件
今月のダウンロード数 : 2 件
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/00026405
| File | |
| Title ( eng ) |
Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter
|
| Creator | |
| Source Title |
Applied Mathematics and Computation
|
| Volume | 188 |
| Issue | 2 |
| Start Page | 1173 |
| End Page | 1183 |
| Abstract |
In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic convergence. A numerical example is solved to show a reduction of the average CPU time compared with the existing algorithm.
|
| Keywords |
stackelberg strategies
cross-coupled algebraic Lyapunov and Riccati equations
CALRE
singularly perturbed systems
Newton's method
|
| NDC |
Mechanical engineering [ 530 ]
|
| Language |
eng
|
| Resource Type | journal article |
| Publisher |
Elsevier Inc
|
| Date of Issued | 2007-05 |
| Rights |
Copyright (c) 2006 Elsevier Inc
|
| Publish Type | Author’s Original |
| Access Rights | open access |
| Source Identifier |
[ISSN] 0096-3003
[DOI] 10.1016/j.amc.2006.10.068
[NCID] AA00543329
[DOI] http://dx.doi.org/10.1016/j.amc.2006.10.068
isVersionOf
|
