线性时变二次微分对策Nash策略的小波分析法(Ⅰ)——小波逼近解

Analysis Method for Nash Strategy of Linear Time Variant Quadratic Differential Game via Wavelets (Ⅰ) ——Wavelet Approximation Solution

基于小波多尺度逼近特性 ,提出了一种求解线性时变系统中微分对策Nash策略的新方法 .该法避免求解耦合Riccati微分方程 ,而只需求解代数方程 。

This paper proposes a new method for computing the Nash strategy of linear time_variant quadratic differential game based on the multi_scale multi_resolution approximation feature of wavelets. The new method changes the problem into the limitation of algebraic equations, and avoids computing a pair of cross_coupled Riccati equations by computing an algebraic equation instead. The procedure is very simple and suitable for computation with a computer.