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Tytuł artykułu

Feedback saddle point equilibria for soft-constrained zero-sum linear quadratic descriptor differential game

Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper the feedback saddle point equilibria of soft-constrained zero-sum linear quadratic differential games for descriptor systems that have index one will be studied for a finite and infinite planning horizon. Both necessary and sufficient conditions for the existence of a feedback saddle point equilibrium are considered.
Rocznik
Strony
473--493
Opis fizyczny
Bibliogr. 32 poz., rys., wzory
Twórcy
  • Mathematics Department Universitas Gadjah Mada, Indonesia; UIN Sunan Kalijaga, Yogyakarta Indonesia
autor
  • Mathematics Department Universitas Gadjah Mada, Yogyakarta Indonesia
  • Tilburg University, Tilburg, The Netherlands
autor
  • Mathematics Department Universitas Gadjah Mada, Yogyakarta Indonesia
Bibliografia
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  • [2] K. E. Brenan, S. L. Campbell and L. R. Petzold: Numerical Solution of Initial Value Problems in Differential-Algebraic Equations. Classics in Applied Mathematics, 14 SIAM, Philadelpia, 1996.
  • [3] W. A. Van Den Broek, J. C. Engwerda and J. M. Schumacher: Robust equilibria in indefinite linear-quadratic differential games. JOTA 119 (2003), 565-595.
  • [4] E. Dockner, S. Jorgensen, N. Van Long and G. Sorger: Differential Game in Economic and Management Sicience. Cambridge Univesity Press, Cambridge, 2000.
  • [5] J. C. Engwerda: Linear Quadratic Dynamic Optimization and Differential Games. John Wiley & Sons, West Sussex, 2005.
  • [6] J. C. Engwerda and Salmah: The open loop linear quadratic differential game for index one descriptor systems. Automatica, 45 (2009), 585-592.
  • [7] J. C. Engwerda and Salmah:Feedback nash equilibria for linear quadratic descriptor differential games, Automatica 48 (2012), 625-631.
  • [8] J.C. Engwerda, Salmah and I. E. Wijayanti: The (multi-player) optimal linear quadratic feedback state regulator problem for index one descriptor systems. Proc. European Control Conference (ECC ’09), Budapest, Hungary, (2009).
  • [9] F. Gantmacher: Theory of Matrices. 1 Chelsea Publishing Company, New York, 1959.
  • [10] B. F. Gardner and J.B. Cruz: Well-posedness of singularly perturbed nash game. J. of The Franklin Institute, 36 (1978), 355-374.
  • [11] A. Haurie and J. Krawczyk: An Introduction to Dynamic Game. Lecture note, 2000.
  • [12] H. Hemami and B. F. Wyman: Modeling and control of constrained dynamic systems with application to biped locomotion in the frontal plane. IEEE Trans. on Automatic Control, 24 (1979), 526-535.
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  • [15] A. Kumar and P. Daoutidis: State-space realizations of linear differential algebraic-equation systems with control-dependent state space. IEEE Trans. on Automatic Control, 41 (1996), 269-274.
  • [16] G. Kun: Stabilizability, controllability, and optimal strategies of linear and nonlinear dynamical games. PhD Thesis, RWTH-Aachen, Germany, 2001.
  • [17] D. G. Luenberger: Dynamic equation in descriptor form. IEEE Trans. on Automatic Control, 22 (1977), 312-321.
  • [18] D. G. Luenberger and A. Arbel: Singular dynamic Leontief systems. Econometrica, 45 (1977), 991-995.
  • [19] J. K. Mills and A. A. Goldenber: Force and position control of manipulators during constrained motion tasks. IEEE Trans. on Robot Automatic, 5 (1989), 30-46.
  • [20] M. W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: Robust optimal control design with differential game approach for open-loop linear quadratic descriptor systems. Internal Paper, Gadjah Mada University.
  • [21] M. W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: The openloop zero-sum linear quadratic differential game for index one descriptor systems.Proc. of 2nd Int. Conf. on Instrumentation Control and Automation, Bandung, Indonesia, (2011), 350-355.
  • [22] M.W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: The openloop zero-sum linear quadratic impulse free descriptor differential game. Int. J. on Applied Mathematics and Statistics, 35 (2013), 29-44.
  • [23] R. W. Newcomb: The semistate description of nonlinear time-variable circuits.IEEE Trans. on Circuits Systems, 28 (1981), 62-71.
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  • [25] J. Plasmans, J. Engwerda, B. Van Aarle, G. Di Bartolomeo and T. Michalak: Dynamic Modelling of Monetary and Fiscal Cooperation among Nations. Springer-Verlag, Berlin, 2006.
  • [26] P. V. Reddy and J. C. Engwerda: Feedback Nash equilibria for descriptor differential game using matrix pprojectors. SIAM J. of Matrix Analysis and Applications, 32 (2013), 686-708.
  • [27] Salmah: Optimal control of regulator descriptor systems for dynamic games. PhD Thesis, Universitas Gadjah Mada, Indonesia, 2006.
  • [28] B. Scott: Power system dynamic response calculations. IEEE Proc., 67 (1979), 219-247.
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  • [30] H. Xu and K. Mizukami: Two-person two-criteria decision making problem for descriptor systems. JOTA, 39 (1993), 163-173.
  • [31] H. Xu and K. Mizukami: On the isaacs equation of differential game for descriptor systems. JOTA, 83 (1994), 405-419.
  • [32] H. Xu and H. Mukaidani: The linear quadratic dynamic game for discretetime descriptor systems. Proc. of the 39th IEEE Conf. on Decision and Control, 4 (2000), 3696-3701.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-042ab733-637f-443b-8ff8-da190415cdfd
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