广义系统开环nash对策中的离散时间riccati方程

Salmah
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引用次数: 0

摘要

本文研究了一类非合作开环纳什博弈的必要最优性条件下的差分方程。由于这些方程是耦合的非对称里卡第差分方程,它们的定性行为本质上不同于标准(对称)里卡第方程。此外,我们还研究了相应的代数Riccati方程解的性质。
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Discrete time riccati equations in open loop nash games for descriptor systems
In this paper we study difference equations appearing in the necessary optimality conditions of noncooperative open loop Nash games with the players are given control to descriptor systems. Since these equations are coupled nonsymmetric Riccati difference equations, their qualitative behaviour is essentially different from that of standard (symmetric) Riccati equations. Moreover we study also the properties of the solutions of the corresponding algebraic Riccati equations.
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