Nash equilibrium strategy of two-person bilinear-quadratic differential game: a recursive approach

Author

Zhang, Chenghui ; Gao, J. ; Liu, Zhe ; Deng, Feiqi

Author_Institution

Coll. of Autom. Sci. & Technol., South China Univ. of Technol., Guangzhou

Volume

1

fYear

0

fDate

0-0 0

Firstpage

1075

Lastpage

1079

Abstract

This paper deals with the Nash equilibrium strategy problem of two-person bilinear-quadratic dynamic game. Using Adomian´s decomposition method, we transform the bilinear system Nash equilibrium problem into a sequence of special linear system Nash equilibrium problem in a recursive manner. The series expansions of the Nash equilibrium strategy are derived, and the uniformly and absolutely convergence of algorithm are proved

Keywords

bilinear systems; convergence of numerical methods; decision theory; differential games; sequences; series (mathematics); Adomian decomposition method; Nash equilibrium strategy problem; bilinear system; linear system; series expansions; two-person bilinear-quadratic dynamic game; Automation; Biological system modeling; Convergence; Educational institutions; Equations; Game theory; Linear systems; Nash equilibrium; Nonlinear systems; Technology management; Nash equilibrium; bilinear systems; differential game; recursive approach;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on

Conference_Location

Dalian

Print_ISBN

1-4244-0332-4

Type

conf

DOI

10.1109/WCICA.2006.1712511

Filename

1712511