Title :
Discrete-time, Bi-cumulant minimax and Nash games
Author :
Diersing, Ronald W. ; Sain, Michael K. ; Won, Chang-Hee
Author_Institution :
Southern Indiana Univ., Evansville
Abstract :
Continuous time, cumulant games have gathered interest, recently, but not much has been done for the discrete time case. In this paper, this problem will be addressed. Discrete time, two player, Nash and minimax cumulant games will be formulated and developed for a nonlinear system with non-quadratic costs. A recursion equation for the determining the equilibrium solutions is derived. For the linear quadratic case, equilibrium solutions are determined. Furthermore, through the use of cumulants, generalizations of H2/Hinfin and Hinfin control are shown.
Keywords :
Hinfin control; continuous time systems; discrete time systems; game theory; linear quadratic control; minimax techniques; nonlinear control systems; H2 control; Hinfin control; Nash games; bicumulant minimax game; continuous time system; cumulant game; discrete-time system; linear quadratic equation; nonlinear system; nonquadratic cost; recursion equation; Cost function; Hydrogen; Minimax techniques; Nonlinear equations; Nonlinear systems; Optimal control; Performance analysis; Shape; Stochastic processes; USA Councils;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434700
