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ID 15012
本文ファイル
著者
キーワード
Cross-coupled algebraic Riccati equations (CARE)
Fixed-point algorithm
Nash games
Newton's method
Weakly coupled large-scale systems
NDC
数学
抄録(英)
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.
掲載誌名
IEEE Transactions on Automatic Control
51巻
8号
開始ページ
1371
終了ページ
1377
出版年月日
2006-08
出版者
IEEE
ISSN
0018-9286
NCID
出版者DOI
言語
英語
NII資源タイプ
学術雑誌論文
広大資料タイプ
学術雑誌論文
DCMIタイプ
text
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application/pdf
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publisher
権利情報
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.
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部局名
教育学研究科