The Suboptimal Nash Equilibrium Strategy For Two-person Continuous Nonlinear-quadratic Differential Game

被引：0

作者：

Zhang Chengke ^{[1
]}

Bin Ning ^{[1
]}

Sun Peihong ^{[1
]}

机构：

[1] Guangdong Univ Technol, Sch Econ & Management, Guangzhou 510090, Guangdong, Peoples R China

来源：

ICPOM2008: PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE OF PRODUCTION AND OPERATION MANAGEMENT, VOLUMES 1-3 | 2008年

关键词：

nonlinear systems; differential game; Nash equilibrium; successive approximation approach;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper deals with a class of Nash equilibrium strategy problems for two-person continuous nonlinear-quadratic dynamic game. A successive approximation approach (SAA) is presented. By using SAA, the nonlinear system Nash equilibrium problem is transformed into a sequence of special non-homogeneous linear two-point boundary value (TPBV). The finite-step iteration manner of the Nash equilibrium strategy is derived, and the uniformity and absolutization of the algorithm's convergence has been proved.

引用

页码：1739 / 1742

页数：4

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