QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM
In this paper the noncooperative linear quadratic game problem will be considered. We present necessary and sufficient conditions for existence of optimal strategy for linear quadratic continuous non-zero-sum two player dynamic games for index one descriptor system. The connection of the game solut...
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| Format: | Conference or Workshop Item |
| Language: | English |
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2011
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| Online Access: | https://repository.ugm.ac.id/101235/1/14.pdf |
| _version_ | 1826045925138628608 |
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| author | Salmah, . |
| author_facet | Salmah, . |
| author_sort | Salmah, . |
| collection | UGM |
| description | In this paper the noncooperative linear quadratic game problem will be considered. We present necessary and sufficient conditions for existence of optimal strategy for linear quadratic continuous non-zero-sum two player dynamic games for index one descriptor system. The connection of the game solution with solution of couple Riccati equation will be studied. In noncooperative game with open loop structure, we study Nash solution of the game. If the second player is allowed to select his strategy first, he is called the leader of the game and the first player who select his strategy at the second time is called the follower. A stackelberg strategy is the optimal strategy for the leader under the assumption that the follower reacts by playing optimally. |
| first_indexed | 2024-03-13T22:45:07Z |
| format | Conference or Workshop Item |
| id | oai:generic.eprints.org:101235 |
| institution | Universiti Gadjah Mada |
| language | English |
| last_indexed | 2024-03-13T22:45:07Z |
| publishDate | 2011 |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1012352015-03-16T01:12:24Z https://repository.ugm.ac.id/101235/ QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM Salmah, . Pure Mathematics In this paper the noncooperative linear quadratic game problem will be considered. We present necessary and sufficient conditions for existence of optimal strategy for linear quadratic continuous non-zero-sum two player dynamic games for index one descriptor system. The connection of the game solution with solution of couple Riccati equation will be studied. In noncooperative game with open loop structure, we study Nash solution of the game. If the second player is allowed to select his strategy first, he is called the leader of the game and the first player who select his strategy at the second time is called the follower. A stackelberg strategy is the optimal strategy for the leader under the assumption that the follower reacts by playing optimally. 2011-07-12 Conference or Workshop Item PeerReviewed application/pdf en https://repository.ugm.ac.id/101235/1/14.pdf Salmah, . (2011) QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM. In: SEAMS GMU Conference 2011, 12 - 15 July 2011, Yogyakarta. |
| spellingShingle | Pure Mathematics Salmah, . QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title | QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title_full | QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title_fullStr | QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title_full_unstemmed | QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title_short | QUADRATIC OPTIMAL REGULATOR PROBLEM OF DYNAMIC GAME FOR DESCRIPTOR SYSTEM |
| title_sort | quadratic optimal regulator problem of dynamic game for descriptor system |
| topic | Pure Mathematics |
| url | https://repository.ugm.ac.id/101235/1/14.pdf |
| work_keys_str_mv | AT salmah quadraticoptimalregulatorproblemofdynamicgamefordescriptorsystem |