Title :
Convergent iterative algorithm for saddle-point equilibrium of bilinear system
Author :
Sun, Pei-Hong ; Zhu, Huai-nian ; Tang, Lei
Author_Institution :
Sch. of Econ. & Manage., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
The paper discusses differential games of quadratic performance indices in continuous time bilinear systems in the finite time. Based on the optimal control method, the problem of saddle-point equilibrium strategies in differential games of continuous time bilinear systems is transformed into a sequence of linear differential equations and a Riccati matrix equation. And a practical, effective, uniformly convergent iterative algorithm is further present.
Keywords :
Riccati equations; continuous time systems; differential games; iterative methods; linear differential equations; nonlinear control systems; optimal control; Riccati matrix equation; continuous time bilinear systems; convergent iterative algorithm; differential games; linear differential equations; optimal control method; saddle-point equilibrium; Conference management; Differential equations; Educational institutions; Environmental economics; Financial management; Iterative algorithms; Nonlinear systems; Optimal control; Riccati equations; Technology management; Riccati equation; bilinear system; saddle-point equilibrium;
Conference_Titel :
Test and Measurement, 2009. ICTM '09. International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4244-4699-5
DOI :
10.1109/ICTM.2009.5413053
