Open-Loop Nash Strategy for Linear-Quadratic games via Matrix Pencil Approach - Université de Rennes Accéder directement au contenu
Communication Dans Un Congrès Année : 2009

Open-Loop Nash Strategy for Linear-Quadratic games via Matrix Pencil Approach

Résumé

This paper deals with solving non-symmetric algebraic Riccati systems (NARS) and non-symmetric algebraic Riccati equations (NARE), from Nash strategy with an open-loop information structure applied on linear-quadratic games. A matrix pencil method is chosen for its theoretical and numerical efficiency. The main result provides a one-to-one correspondance between disconjugate proper deflating subspaces of a characteristic matrix pencil and the solutions of NARS and NARE. It is shown that this approach is more relevant than ones in the literature, because classical assumptions of some matrix invertibility could be avoided
Fichier non déposé

Dates et versions

hal-00408597 , version 1 (31-07-2009)

Identifiants

  • HAL Id : hal-00408597 , version 1

Citer

Marc Jungers, Hisham Abou-Kandil, Cristian Oara, Radu Stefan. Open-Loop Nash Strategy for Linear-Quadratic games via Matrix Pencil Approach. 10th European Control Conference, ECC'09, Aug 2009, Budapest, Hungary. pp.CDROM. ⟨hal-00408597⟩
164 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More