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

• 向谷 博明

  広島大学大学院教育学研究科

• Hua XU

  筑波大学大学院ビジネス科学研究科

書誌事項

タイトル別名

• Feature of Dynamic Games for Discrete-time Weakly Coupled Large-scale Stochastic Systems
• 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

抄録

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.

収録刊行物

• 計測自動制御学会論文集

  計測自動制御学会論文集 46 (8), 501-510, 2010

  公益社団法人 計測自動制御学会

キーワード

• discrete weakly coupled large-scale stochastic systems
• Pareto optimality
• Nash games
• cross-coupled stochastic discrete algebraic Riccati equations (CSDAREs)
• approximate strategy set

詳細情報

• CRID: 1390001204503364224
• NII論文ID: 130004549488
• NII論文ID: 10026585654
• NII書誌ID: AN00072392
• DOI: 10.9746/sicetr.46.501
• ISSN: 18838189
• ISSN: 04534654
• NDL書誌ID: 10815562
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I10815562
• 本文言語コード: en
• データソース種別:
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