Recursive Computation of Static Output Feedback Stochastic Nash Games for Weakly-Coupled Large-Scale Systems
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概要
- 論文の詳細を見る
This paper discusses the infinite horizon static output feedback stochastic Nash games involving state-dependent noise in weakly coupled large-scale systems. In order to construct the strategy, the conditions for the existence of equilibria have been derived from the solutions of the sets of cross-coupled stochastic algebraic Riccati equations (CSAREs). After establishing the asymptotic structure along with the positive semidefiniteness for the solutions of CSAREs, recursive algorithm for solving CSAREs is derived. As a result, it is shown that the proposed algorithm attains the reduced-order computations and the reduction of the CPU time. As another important contribution, the uniqueness of the strategy set is proved for the sufficiently small parameter ε. Finally, in order to demonstrate the efficiency of the proposed algorithm, numerical example is given.
- （社）電子情報通信学会の論文
- 2008-10-01
著者
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Mukaidani Hiroaki
Graduate School Of Education Hiroshima University
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SAGARA Muneomi
Purefectural University of Kumamoto
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YAMAMOTO Toru
Hiroshima University
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YAMAMOTO Toru
Graduate School of Education, Hiroshima University
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SAGARA Muneomi
Graduate School of Education, Hiroshima University
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Yamamoto Toru
Graduate School Of Education Hiroshima University
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