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

Volume

2

fYear

2009

fDate

5-6 Dec. 2009

Firstpage

284

Lastpage

286

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Test and Measurement, 2009. ICTM '09. International Conference on

Conference_Location

Hong Kong

Print_ISBN

978-1-4244-4699-5

Type

conf

DOI

10.1109/ICTM.2009.5413053

Filename

5413053