Title :
Saddle-Point Equilibrium of Dynamic Game for Bilinear System
Author :
Sun, Pei-Hong ; Tang, Lei ; Kuang, Xiao-lei
Author_Institution :
Sch. of Econ. & Manage., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
In this paper, saddle point equilibrium problem of the bilinear quadratic performance index dynamic game will be discussed from the basic saddle point equilibrium strategy of the game theory, by introducing a proper transformation, transforming the bilinear systems of nonlinear two points boundary value problem into a "separation" form of the linear two-point boundary, and then finding the saddle-point iteration method using equilibrium strategies.
Keywords :
bilinear systems; boundary-value problems; game theory; iterative methods; bilinear quadratic performance; bilinear system; dynamic game; game theory; iteration method; linear two point boundary; nonlinear two points boundary value problem; saddle point equilibrium problem; Conference management; Cost function; Educational institutions; Finance; Financial management; Game theory; Innovation management; Nonlinear systems; Riccati equations; Technology management; dynamic game; iterative algorithm; saddle-point equilibrium;
Conference_Titel :
Innovative Computing & Communication, 2010 Intl Conf on and Information Technology & Ocean Engineering, 2010 Asia-Pacific Conf on (CICC-ITOE)
Conference_Location :
Macao
Print_ISBN :
978-1-4244-5634-5
Electronic_ISBN :
978-1-4244-5635-2
DOI :
10.1109/CICC-ITOE.2010.90
