Near-Nash equilibrium strategies for LQ differential games with inaccurate state information
ε-Nash equilibrium or “near equilibrium” for a linear quadratic cost game is considered. Due to inaccurate state information, the standard solution for feedback Nash equilibrium cannot be applied. Instead, an estimation of the players' states is substituted into the optimal control strategies e...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2006-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/MPE/2006/21509 |
| Summary: | ε-Nash equilibrium or “near equilibrium” for a
linear quadratic cost game is considered. Due to inaccurate state
information, the standard solution for feedback Nash equilibrium
cannot be applied. Instead, an estimation of the players' states
is substituted into the optimal control strategies equation
obtained for perfect state information. The magnitude of the
ε in the ε-Nash equilibrium will depend
on the quality of the estimation process. To illustrate this
approach, a Luenberger-type observer is used in the numerical
example to generate the players' state estimates in a two-player
non-zero-sum LQ differential game. |
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| ISSN: | 1024-123X 1563-5147 |