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We propose a meta-heuristic approach for solving nonlinear dynamic tracking games. In contrast to more "traditional" methods based on linear-quadratic (LQ) techniques, this derivative-free method is very flexible (e.g. to introduce inequality constraints). The meta-heuristic is applied to a...
Persistent link: https://www.econbiz.de/10011298509
In this article we address the problem of finding feedback Nash equilibria for linear quadratic differential games defined on descriptor systems. First, we decouple the dynamic and algebraic parts of a descriptor system using canonical projectors. We discuss the effects of feedback on the...
Persistent link: https://www.econbiz.de/10013131491
In this note we reconsider Nash equilibria for the linear quadratic differential game for an infinite planning horizon. We consider an open-loop information structure. In the standard literature this problem is solved under the assumption that every player can stabilize the system on his own. In...
Persistent link: https://www.econbiz.de/10013104566
In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t. the quadratic performance criterium. It is shown...
Persistent link: https://www.econbiz.de/10012722823
In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games. We will review the open-loop and feedback information case. In both cases we address both the finite and the infinite-planning horizon
Persistent link: https://www.econbiz.de/10012732556
In this paper we consider the discounted linear quadratic differential game for descriptor systems that have an index larger than one. We derive both necessary and sufficient conditions for existence of an open-loop Nash (OLN) equilibrium. In a small macro-economic stabilization game we...
Persistent link: https://www.econbiz.de/10012719908
In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has...
Persistent link: https://www.econbiz.de/10014192996
In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon. The performance function is assumed to be indefinite and the underlying system affine. We derive both necessary and sufficient conditions under which this game has a...
Persistent link: https://www.econbiz.de/10014192997
In this paper we consider the linear quadratic differential game for descriptor systems that have index one. We derive both necessary and sufficient conditions for existence of an open-loop Nash equilibrium
Persistent link: https://www.econbiz.de/10014219139
In this note, we reconsider the indefinite open-loop Nash linear quadratic differential game with an infinite planning horizon. In particular, we derive both necessary and sufficient conditions under which the game will have a unique equilibrium
Persistent link: https://www.econbiz.de/10014065514