Development and Feature Extract of Strategy Acquisition Algorithm for Large-Scale Stochastic Field

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In this study, Nash equilibrium strategy for a class of Markov jump stochastic systems is solved by using Ito stochastic differential equation. It is worth pointing out that Markov jump stochastic systems can represent the model variation and disturbance for large-scale systems. That is, computational algorithms for obtaining a robust stochastic strategy set against the abruptly changing parameters such as the power failure are developed. It is shown that the proposed Nash strategy attain the stochastic equilibrium and the optimality.