Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter
Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter
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DOI：
10.1016/j.amc.2006.10.068
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发表时间：
2007-05
期刊：
影响因子：
--
通讯作者：
H. Mukaidani
中科院分区：
文献类型：
--
作者：
H. Mukaidani
本文研究了奇异摄动系统（SPS）的小奇异摄动参数线性闭环Stackelberg策略的计算问题。重点是一个新的数值算法求解一组交叉耦合代数李雅普诺夫和黎卡提方程（CALRE）。证明了新算法具有局部二次收敛性。数值算例表明，与现有算法相比，该算法的平均CPU时间有所减少。
In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic convergence. A numerical example is solved to show a reduction of the average CPU time compared with the existing algorithm.