Analytical solution for a class of linear quadratic open-loop Nash game with multiple players
Xiaohong NIAN
Zhisheng DUAN
Wenyan TANG
摘要:In this paper, the Nash equilibria for differential games with multiple players is studied. A method for solving the Riccati-type matrix differential equations for open-loop Nash strategy in linear quadratic game with multiple players is presented and analytical solution is given for a type of differential games in which the system matrixcan be diagonalizable. As the special cases, the Nash equilibria for some type of differential games with particular structure is studied also, and some results in previous literatures are extended. Finally, a numerical example is given to illustrate the effectiveness of the solution procedure.
机标关键词:
分类号:TP3(计算技术、计算机技术)
资助基金:国家自然科学基金(60474029)中国博士后科学基金(2005038558)
论文发表日期:2006-01-01
在线出版日期:2025-08-15(本平台首次上网日期,不代表文献的发表时间)
页数:6( 239-244 )
英文信息
