| Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Research Abstract |
In this study, the Nash equilibrium problem for a class of large-scale uncertain systems has been addressed. After describing the uncertainties by means of Ito differential equation, in order to attain the stochastic Nash equilibrium and to obtain the strategy set some conditions and numerical algorithms have been established. As compared with the existing results, even if there exist the modeling errors and the uncertainty due to the variation of environment, it has been shown that the Nash equilibrium strategy can be designed. Moreover, the proposed methodology has been confirmed via the numerical simulation.
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