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ID 26410
file
creator
subject
weakly coupled large-scale systems
indefinite linear quadratic differential games
cross coupled sign-indefinite algebraic Riccati equations
CSARE
Lyapunov iterations
recursive algorithm
NDC
Mechanical engineering
abstract
In this paper, N-player linear quadratic differential games that are sign-indefinite for infinite horizon weakly coupled large-scale systems are discussed. After establishing the asymptotic structure and local uniqueness of the solution for cross-coupled sign-indefinite algebraic Riccati equations (CSARE), a new algorithm for solving CSARE is provided. It is shown that the proposed algorithm attains linear convergence. Moreover, in order to reduce the computational workspace, the recursive algorithm is combined. Finally, a high-order approximation strategy based on the proposed iterative solutions is described. As a result, it was recently proved that the numerical strategy achieves a high-order approximation of the equilibrium value. As another important feature, when the small parameters are unknown, a parameter-independent strategy is developed.
journal title
International Journal of Control
volume
Volume 80
issue
Issue 1
start page
75
end page
86
date of issued
2007-01
publisher
Taylor & Francis
issn
0020-7179
ncid
publisher doi
language
eng
nii type
Journal Article
HU type
Journal Articles
DCMI type
text
format
application/pdf
text version
author
rights
Copyright (c) 2007 Taylar & Francis
relation
This is an electronic version of an article published in International Journal of Control Vol.80 No.1 pp.,75-86, 2007. International Journal of Control is available online at : http://www.informaworld.com
relation is version of URL
http://dx.doi.org/10.1080/00207170600927109
department
Graduate School of Education