Feedback strategies for discrete-time linear-quadratic two-player descriptor games
Feedback strategies for discrete-time linear-quadratic two-player descriptor games
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DOI：
10.1016/j.laa.2013.10.050
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发表时间：
2014
影响因子：
1.1
通讯作者：
M. Jungers
中科院分区：
文献类型：
--
作者：
M. Jungers
This paper deals with discrete-time linear-quadratic descriptor two-player games. The two frameworks of Nash and Stackelberg strategies with feedback information structure are considered. The aim is to provide sufficient conditions ensuring, for any initial state, the existence and the uniqueness of a tri-trajectory, gathering the state and the controls of the two players, which reaches the equilibrium. The provided results are mainly based on a discrete-time matrix block formulation. The provided algorithms consist in an iterative backward in time procedure, issued from Dynamic Programming. Numerical examples illustrate this approach and the particular case of explicit systems is recovered for both kinds of strategies.
