Construction and Implementation of Stochastic Nash Equilibrium for Large-Scale Systems with Noise
Project/Area Number |
20500014
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Fundamental theory of informatics
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Research Institution | Hiroshima University |
Principal Investigator |
MUKAIDANI Hiroaki Hiroshima University, 大学院・教育学研究科, 准教授 (70305788)
|
Project Period (FY) |
2008 – 2010
|
Project Status |
Completed (Fiscal Year 2010)
|
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)
|
Keywords | ナッシュ均衡 / 確率微分方程式 / リカッチ方程式 / 動的ナッシュゲーム / 大規模システム / パレート最適 / 伊藤確率微分方程式 / 動的ゲーム / 離散時間システム / コスト保証制御 / 連立型確率Riccati方程式 / 指数平均二乗安定 / 出力フィードバック |
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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Report
(4 results)
Research Products
(32 results)