書誌事項
- タイトル別名
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- Nash Games for Weakly-Coupled Large-Scale Markovian Jump Stochastic Systems
- ジャク ケツゴウ ダイキボ マルコフジャンプ カクリツ システム ノ タメ ノ ナッシュゲーム
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In this paper, the stochastic Nash games for stochastic Markov jump systems are investigated. First, the Nash equilibrium is defined and the existence conditions are formulated. In particular, necessary and sufficient conditions for the existence of two cross-coupled stochastic algebraic Riccati equations (CSAREs) are developed. Moreover, in order to obtain the required solutions, a numerical algorithm that is based on the Newton's method is proposed. As an important implication, weakly-coupled large-scale systems are also adopted. After establishing the asymptotic structure of the solutions for the CSAREs, the quadratic convergence result that is based on the Newton's method is shown. Finally, a numerical example is given to demonstrate the availability of the proposed method.
収録刊行物
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- 電気学会論文誌Ｃ（電子・情報・システム部門誌）
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電気学会論文誌Ｃ（電子・情報・システム部門誌） 131 (3), 644-654, 2011
一般社団法人 電気学会
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詳細情報 詳細情報について
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- CRID
- 1390001204609210240
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- NII論文ID
- 10027804553
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- NII書誌ID
- AN10065950
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- ISSN
- 13488155
- 03854221
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- NDL書誌ID
- 10986387
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可