Title :
Discrete time riccati equations in open loop nash games for descriptor systems
Author_Institution :
Dept. of Math., Gadjah Mada Univ., Yogyakarta, Indonesia
Abstract :
In this paper we study difference equations appearing in the necessary optimality conditions of noncooperative open loop Nash games with the players are given control to descriptor systems. Since these equations are coupled nonsymmetric Riccati difference equations, their qualitative behaviour is essentially different from that of standard (symmetric) Riccati equations. Moreover we study also the properties of the solutions of the corresponding algebraic Riccati equations.
Keywords :
Riccati equations; discrete time systems; game theory; open loop systems; algebraic Riccati equation; coupled nonsymmetric Riccati difference equation; descriptor system; discrete time Riccati equation; noncooperative open loop Nash game; Control systems; Coupled Riccati equations; Nash strategies; Noncooperative dynamic games; descriptor systems;
Conference_Titel :
Instrumentation Control and Automation (ICA), 2011 2nd International Conference on
Conference_Location :
Bandung
Print_ISBN :
978-1-4577-1462-7
DOI :
10.1109/ICA.2011.6130163