Feature of Dynamic Games for Discrete-time Weakly Coupled Large-scale Stochastic Systems
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- MUKAIDANI Hiroaki
- Graduate School of Education, Hiroshima University
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- XU Hua
- Graduate School of Business Sciences, The University of Tsukuba
Bibliographic Information
- Other Title
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- 離散時間弱結合大規模確率システムにおける動的ゲームの特徴
- リサン ジカン ジャク ケツゴウ ダイキボ カクリツ システム ニ オケル ドウテキ ゲーム ノ トクチョウ
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Description
This paper discusses the dynamic games for a class of discrete time weakly coupled large-scale stochastic systems. First, it is shown that Pareto and Nash strategy set can be designed by solving the cross-coupled stochastic discrete algebraic Riccati equations (CSDAREs). After establishing the asymptotic structure for these solutions of CSDAREs, weak coupling parameter independent strategy sets are given for their problems respectively. It is shown for the first time that these parameter-independent strategy sets are the same and the proposed strategy sets attain the Pareto suboptimarity and the approximate Nash equilibrium. In fact, it is proved that these strategy sets achieve O(ε2) approximation for all cost performances. Furthermore, it is worth pointing out that the proposed approximate strategy sets can be constructed by solving the parameter independent reduced-order discrete algebraic Riccati equations (DAREs) via LMI. As a result, the suboptimality of overall cost for each subsystem can be attained. Finally, in order to demonstrate the efficiency of the proposed design method, a numerical example is provided.
Journal
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- Transactions of the Society of Instrument and Control Engineers
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Transactions of the Society of Instrument and Control Engineers 46 (8), 501-510, 2010
The Society of Instrument and Control Engineers
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Details 詳細情報について
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- CRID
- 1390001204503364224
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- NII Article ID
- 130004549488
- 10026585654
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- NII Book ID
- AN00072392
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- ISSN
- 18838189
- 04534654
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- NDL BIB ID
- 10815562
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- Text Lang
- en
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- Data Source
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- JaLC
- NDL Search
- Crossref
- CiNii Articles
- KAKEN
- OpenAIRE
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- Abstract License Flag
- Disallowed