Stackelberg Strategies for Singularly Perturbed Stochastic Systems

被引：0

作者：

Mukaidani, Hiroaki ^{[1
]}

Unno, Masaru

Yamamoto, Toru ^{[1
]}

Xu, Hua

Dragan, Vasile

机构：

[1] Hiroshima Univ, Inst Engn, 1-4-1 Kagamiyama, Higashihiroshima 7398527, Japan

来源：

2013 EUROPEAN CONTROL CONFERENCE (ECC) | 2013年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, a linear closed-loop Stackelberg strategy for a class of singularly perturbed stochastic systems (SPSS) governed by Ito differential equations is considered. Necessary conditions for the solution are established via a set of cross-coupled algebraic Lyapunov and Riccati equations (CALREs). After studying the asymptotic behavior of the solution for these stochastic equations, two new numerical algorithms based on Newton's method and semidefinite programming (SDP) for solving CALREs are given. A numerical example is solved to demonstrate the efficiency of the proposed algorithm.

引用

页码：730 / 735

页数：6

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