ON THE STABILITY OF THE BEST REPLY MAP FOR NONCOOPERATIVE DIFFERENTIAL GAMES

2012 ◽  
Vol 10 (02) ◽  
pp. 113-132 ◽  
Author(s):  
ALBERTO BRESSAN ◽  
ZIPENG WANG
Keyword(s):  
Present Note ◽  
Nonlinear Perturbations ◽  
Linear Quadratic ◽  
Infinite Time ◽  
Feedback Controls ◽  
Affine Functions ◽  
The Stability ◽  
Discounted Costs ◽  
Noncooperative Differential Games ◽  
Linear Quadratic Games

Consider a differential game for two players in infinite time horizon, with exponentially discounted costs. A pair of feedback controls [Formula: see text] is Nash equilibrium solution if [Formula: see text] is the best strategy for Player 1 in reply to [Formula: see text], and [Formula: see text] is the best strategy for Player 2, in reply to [Formula: see text]. The aim of the present note is to investigate the stability of the best reply map: [Formula: see text]. For linear-quadratic games, we derive a condition which yields asymptotic stability, within the class of feedbacks which are affine functions of the state x ∈ ℝn. An example shows that stability is lost, as soon as nonlinear perturbations are considered.

scholarly journals Nash Equilibrium Sequence in a Singular Two-Person Linear-Quadratic Differential Game

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 132
Author(s):  
Valery Y. Glizer
Keyword(s):  
Nash Equilibrium ◽  
Differential Game ◽  
Quadratic Functional ◽  
Linear Quadratic ◽  
Feedback Controls ◽  
Cheap Control ◽  
Optimal Values ◽  
Definition Of ◽  
Zero Sum ◽  
Equilibrium Sequence

A finite-horizon two-person non-zero-sum differential game is considered. The dynamics of the game is linear. Each of the players has a quadratic functional on its own disposal, which should be minimized. The case where weight matrices in control costs of one player are singular in both functionals is studied. Hence, the game under the consideration is singular. A novel definition of the Nash equilibrium in this game (a Nash equilibrium sequence) is proposed. The game is solved by application of the regularization method. This method yields a new differential game, which is a regular Nash equilibrium game. Moreover, the new game is a partial cheap control game. An asymptotic analysis of this game is carried out. Based on this analysis, the Nash equilibrium sequence of the pairs of the players’ state-feedback controls in the singular game is constructed. The expressions for the optimal values of the functionals in the singular game are obtained. Illustrative examples are presented.

Stabilizing Feedback Controls for Nonlinear Hamiltonian Systems and Nonconservative Bilinear Systems in Elasticity

1982 ◽  
Vol 104 (1) ◽  
pp. 27-32 ◽  
Author(s):  
S. N. Singh
Keyword(s):  
Asymptotic Stability ◽  
Hamiltonian Systems ◽  
Attitude Control ◽  
Sufficient Conditions ◽  
Bilinear Systems ◽  
Feedback Controls ◽  
Control Laws ◽  
Nonlinear Maps ◽  
The Stability ◽  
Necessary And Sufficient

Using the invariance principle of LaSalle [1], sufficient conditions for the existence of linear and nonlinear control laws for local and global asymptotic stability of nonlinear Hamiltonian systems are derived. An instability theorem is also presented which identifies the control laws from the given class which cannot achieve asymptotic stability. Some of the stability results are based on certain results for the univalence of nonlinear maps. A similar approach for the stabilization of bilinear systems which include nonconservative systems in elasticity is used and a necessary and sufficient condition for stabilization is obtained. An application to attitude control of a gyrostat Satellite is presented.

scholarly journals Recursive Calculation of Survival Probabilities

1991 ◽  
Vol 21 (2) ◽  
pp. 199-221 ◽  
Author(s):  
David C. M. Dickson ◽  
Howard R. Waters
Keyword(s):  
Finite Time ◽  
Approximate Calculation ◽  
Risk Model ◽  
Classical Risk Model ◽  
Infinite Time ◽  
Numerical Examples ◽  
Survival Probabilities ◽  
Recursive Calculation ◽  
The Stability ◽  
The Classical Risk Model

AbstractIn this paper we present an algorithm for the approximate calculation of finite time survival probabilities for the classical risk model. We also show how this algorithm can be applied to the calculation of infinite time survival probabilities. Numerical examples are given and the stability of the algorithms is discussed.

Hybrid Optimization Technique for Enhancing the Stability of Inverted Pendulum System

2021 ◽  
Vol 12 (1) ◽  
pp. 77-97
Author(s):  
M. E. Mousa ◽  
M. A. Ebrahim ◽  
Magdy M. Zaky ◽  
E. M. Saied ◽  
S. A. Kotb
Keyword(s):  
Inverted Pendulum ◽  
Optimization Technique ◽  
Linear Quadratic Regulator ◽  
Variable Structure ◽  
Grey Wolf Optimizer ◽  
Linear Quadratic ◽  
Pendulum System ◽  
Inverted Pendulum System ◽  
New Variant ◽  
The Stability

The inverted pendulum system (IPS) is considered the milestone of many robotic-based industries. In this paper, a new variant of variable structure adaptive fuzzy (VSAF) is used with new reduced linear quadratic regulator (RLQR) and feedforward gain for enhancing the stability of IPS. The optimal determining of VSAF parameters as well as Q and R matrices of RLQR are obtained by using a modified grey wolf optimizer with adaptive constants property via particle swarm optimization technique (GWO/PSO-AC). A comparison between the hybrid GWO/PSO-AC and classical GWO/PSO based on multi-objective function is provided to justify the superiority of the proposed technique. The IPS equipped with the hybrid GWO/PSO-AC-based controllers has minimum settling time, rise time, undershoot, and overshoot results for the two system outputs (cart position and pendulum angle). The system is subjected to robustness tests to ensure that the system can cope with small as well as significant disturbances.

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