Title :
Numerical computation of Nash strategy for large-scale systems
Author :
Mukaidani, Hiroaki
Author_Institution :
Graduate Sch. of Educ., Hiroshima Univ., Japan
fDate :
June 30 2004-July 2 2004
Abstract :
In this paper, the linear quadratic N-players Nash games for infinite horizon large-scale systems are discussed. Nash strategies are obtained by solving the cross-coupled algebraic Riccati equations (CARE) via the numerical technique. The asymptotic expansions for the CARE are newly established. The main contribution in this paper is that the linear convergence of the proposed algorithm which is based on the fixed point algorithm is proved. In order to demonstrate the efficiency of the algorithm, numerical example is given for the practical power systems.
Keywords :
Riccati equations; convergence of numerical methods; game theory; infinite horizon; large-scale systems; linear quadratic control; cross coupled algebraic Riccati equations; fixed point algorithm; infinite horizon large scale systems; linear convergence; linear quadratic N-players Nash games; numerical computation; numerical technique;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4