Discrete-time, Bi-cumulant minimax and Nash games

被引：0
|
作者：
Diersing, Ronald W. [1 ]
Sain, Michael K. [2 ]
Won, Chang-Hee [3 ]
机构：
[1] Univ So Indiana, 8600 Univ Blvd, Evansville, IN 47712 USA
[2] Univ Notre Dame, Elect Engn, Notre Dame, IN 46556 USA
[3] Temple Univ, Elect Engn, Philadelphia, PA 19122 USA
来源：
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14 | 2007年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Continuous time, cumulant games have gathered interest, recently, but not much has been done for the discrete time case. In this paper, this problem will be addressed. Discrete time, two player, Nash and minimax cumulant games will be formulated and developed for a nonlinear system with non-quadratic costs. A recursion equation for the determining the equilibrium solutions is derived. For the linear quadratic case, equilibrium solutions are determined. Furthermore, through the use of cumulants, generalizations of H-2/H-infinity and H-infinity control are shown.
引用
收藏
页码：4239 / +
页数：2
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