摘要
在 l2 范数有界不确定性扰动影响情况下 ,把 N人线性二次纳什对策问题归结为由非合作、非零和线性二次动态对策及二人零和动态对策组成的复合对策问题 ;基于纳什均衡对策理论和 H∞ 控制理论方法 ,给出并证明了不确定环境下纳什对策问题状态反馈解存在的条件及其求解方法 ;通过一个政府债务稳定问题简例 ,说明了算法的有效性。
The N-person linear quadratic Nash dynamic game with l2 norm bounded uncertainty is considered as a compound dynamic game, which is composed of non-cooperative non-zero sum linear quadratic dynamic game and two-person zero sum dynamic games. Based on Nash dynamic game theory and H∞ control theory approach, the existence conditions and design method of state feedback solution are presented and proved. An example about government debt stabling problem is given to illustrated the validation of this algorithm.
出处
《控制与决策》
EI
CSCD
北大核心
2001年第2期186-190,共5页
Control and Decision
