Title :
Nash strategy for stochastic delay systems
Author :
Mukaidani, H. ; Yamamoto, T. ; Hua Xu
Author_Institution :
Grad. Sch. of Educ., Hiroshima Univ., Hiroshima, Japan
fDate :
June 29 2011-July 1 2011
Abstract :
This paper discusses Nash games for a class of delay systems governed by Ito´s stochastic differential equation. Sufficient condition for the existence of Nash strategies is given by means of matrix inequality for the first time. It is shown that the state feedback strategy can be obtained by solving the linear matrix inequality (LMI) recursively.
Keywords :
delays; differential equations; game theory; linear matrix inequalities; state feedback; stochastic systems; Nash games; Nash strategy; delay systems; linear matrix inequality; state feedback strategy; stochastic delay systems; stochastic differential equation; Delay systems; Differential equations; Games; Linear matrix inequalities; Optimization; Stochastic systems;
Conference_Titel :
American Control Conference (ACC), 2011
Conference_Location :
San Francisco, CA
Print_ISBN :
978-1-4577-0080-4
DOI :
10.1109/ACC.2011.5991100
