N-Player Linear Quadratic Dynamic Game for Descriptor System
Linear quadratic continuous non-zero-sum N player dynamic game with descriptor system will be defined. The assumption for the game is open-loop. Optimization problem in the Nash sense will be constructed. With basic approach, which is Hamiltonian, sufficiency for the existence of optimal solution in...
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| Format: | Book Section |
| Language: | English |
| Published: |
2007
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/101274/1/29.pdf |
| Summary: | Linear quadratic continuous non-zero-sum N player dynamic game with descriptor system will be defined. The assumption for the game is open-loop. Optimization problem in the Nash sense will be constructed. With basic approach, which is Hamiltonian, sufficiency for the existence of optimal solution in the Nash sense will be derived. Riccati type differential equation also will be considered. The connection of game problem solution and N couple Riccati equation will be studied. For infinite horizon case, non-recursive formulae for solution of algebraic Riccati differential equation will be derived. |
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