A numerical analysis of the Nash strategy for weakly coupled large-scale systems
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his note discusses the feedback Nash equilibrium of linear quadratic N-player Nash games for infinite-horizon large-scale interconnected systems. The asymptotic structure along with the uniqueness and positive semidefiniteness of the solutions of the cross-coupled algebraic Riccati equations (CAREs) is newly established via the Newton-Kantorovich theorem. The main contribution of this study is the proposal of a new algorithm for solving the CAREs. In order to improve the convergence rate of the algorithm, Newton's method is combined with a new decoupling algorithm; it is shown that the proposed algorithm attains quadratic convergence. Moreover, it is shown for the first time that solutions to the CAREs can be obtained by solving the independent algebraic Lyapunov equation (ALE) by using the reduced-order calculation.
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- IEEE Transactions on Automatic Control
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IEEE Transactions on Automatic Control 51 (8), 1371-1377, 2006-08
IEEE
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詳細情報 詳細情報について
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- CRID
- 1050577740964777600
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- NII論文ID
- 120000882389
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- NII書誌ID
- AA00667671
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- ISSN
- 00189286
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- 本文言語コード
- en
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- 資料種別
- journal article
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- データソース種別
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