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
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
收藏
页码:1739 / 1742
页数:4
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