Iterative algorithms for computing the feedback Nash equilibrium point for positive systems
Journal article, Peer reviewed
Accepted version
Åpne
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http://hdl.handle.net/11250/2492711Utgivelsesdato
2017Metadata
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Originalversjon
International Journal of Systems Science. 2017, 48 (4), 729-737. 10.1080/00207721.2016.1212431Sammendrag
The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.