{"title":"离散时间随机奇异系统的非零和对策","authors":"Hai-ying Zhou","doi":"10.1109/CCDC.2018.8407366","DOIUrl":null,"url":null,"abstract":"In this paper, the problem of nonzero-sum games for discrete-time stochastic singular systems governed by Ito-type equation in finite-time horizon is discussed. Firstly, the problem is formulated, based on the problem, the particular case of nonzero-sum games — one-player case is discussed, then, the strategies for discrete-time stochastic singular systems are derived by extending the obtained result to two-player case. The existence of the strategies is presented by means of a set of cross-coupled Riccati algebraic equationsand also the optimal control strategies are given.","PeriodicalId":409960,"journal":{"name":"2018 Chinese Control And Decision Conference (CCDC)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2018-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"The nonzero-sum games of discrete-time stochastic singular systems\",\"authors\":\"Hai-ying Zhou\",\"doi\":\"10.1109/CCDC.2018.8407366\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, the problem of nonzero-sum games for discrete-time stochastic singular systems governed by Ito-type equation in finite-time horizon is discussed. Firstly, the problem is formulated, based on the problem, the particular case of nonzero-sum games — one-player case is discussed, then, the strategies for discrete-time stochastic singular systems are derived by extending the obtained result to two-player case. The existence of the strategies is presented by means of a set of cross-coupled Riccati algebraic equationsand also the optimal control strategies are given.\",\"PeriodicalId\":409960,\"journal\":{\"name\":\"2018 Chinese Control And Decision Conference (CCDC)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2018 Chinese Control And Decision Conference (CCDC)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CCDC.2018.8407366\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 Chinese Control And Decision Conference (CCDC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CCDC.2018.8407366","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The nonzero-sum games of discrete-time stochastic singular systems
In this paper, the problem of nonzero-sum games for discrete-time stochastic singular systems governed by Ito-type equation in finite-time horizon is discussed. Firstly, the problem is formulated, based on the problem, the particular case of nonzero-sum games — one-player case is discussed, then, the strategies for discrete-time stochastic singular systems are derived by extending the obtained result to two-player case. The existence of the strategies is presented by means of a set of cross-coupled Riccati algebraic equationsand also the optimal control strategies are given.
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