2010 Fiscal Year Final Research Report
Construction and Implementation of Stochastic Nash Equilibrium for Large-Scale Systems with Noise
| Project/Area Number |
20500014
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Fundamental theory of informatics
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| Research Institution | Hiroshima University |
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Principal Investigator |
MUKAIDANI Hiroaki Hiroshima University, 大学院・教育学研究科, 准教授 (70305788)
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| Project Period (FY) |
2008 – 2010
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| Keywords | ナッシュ均衡 / 確率微分方程式 / リカッチ方程式 |
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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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