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Soft-constrained stochastic Nash games for weakly coupled large-scale systems
https://hiroshima.repo.nii.ac.jp/records/2006356
https://hiroshima.repo.nii.ac.jp/records/2006356a678692b-3107-44f4-b3e0-0870a4c525c5
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
j.automatica.2008.12.020.pdf (158.5 KB)
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| Item type | デフォルトアイテムタイプ_（フル）(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2023-03-18 | |||||||
| タイトル | ||||||||
| タイトル | Soft-constrained stochastic Nash games for weakly coupled large-scale systems | |||||||
| 言語 | en | |||||||
| 作成者 |
Mukaidani, Hiroaki
× Mukaidani, Hiroaki
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| アクセス権 | ||||||||
| アクセス権 | open access | |||||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||
| 権利情報 | ||||||||
| 権利情報 | Copyright (c) 2009 Elsevier Ltd | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | weakly coupled large-scale systems | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | soft-constrained stochastic Nash games | |||||||
| 主題 | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | computational algorithm | |||||||
| 主題 | ||||||||
| 主題Scheme | NDC | |||||||
| 主題 | 530 | |||||||
| 内容記述 | ||||||||
| 内容記述 | In this paper, we discuss infinite-horizon soft-constrained stochastic Nash games involving state-dependent noise in weakly coupled large-scale systems. First, we formulate linear quadratic differential games in which robustness is attained against model uncertainty. It is noteworthy that this is the first time conditions for the existence of robust equilibria have been derived based on the solutions of sets of cross-coupled stochastic algebraic Riccati equations (CSAREs). After establishing an asymptotic structure with positive definiteness for CSAREs solutions, we derive a recursive algorithm by means of Newton's method so that it can be used to obtain solutions for CSAREs. As another important feature, we propose a high-order approximate Nash strategy based on iterative solutions. Finally, we provide a numerical example to verify the efficiency of the proposed algorithms. | |||||||
| 言語 | en | |||||||
| 出版者 | ||||||||
| 出版者 | Elsevier Ltd | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | journal article | |||||||
| 出版タイプ | ||||||||
| 出版タイプ | AO | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_b1a7d7d4d402bcce | |||||||
| 関連情報 | ||||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | 10.1016/j.automatica.2008.12.020 | |||||||
| 関連情報 | ||||||||
| 関連タイプ | isVersionOf | |||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | http://dx.doi.org/10.1016/j.automatica.2008.12.020 | |||||||
| 収録物識別子 | ||||||||
| 収録物識別子タイプ | ISSN | |||||||
| 収録物識別子 | 0005-1098 | |||||||
| 収録物識別子 | ||||||||
| 収録物識別子タイプ | NCID | |||||||
| 収録物識別子 | AA00556488 | |||||||
| 開始ページ | ||||||||
| 開始ページ | 1272 | |||||||
| 書誌情報 |
Automatica Automatica 巻 45, 号 5, p. 1272-1279, 発行日 2009 |
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| 旧ID | 26396 | |||||||
