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2013 Fiscal Year Final Research Report

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

Research Project

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Project/Area Number 23500017
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Fundamental theory of informatics
Research InstitutionHiroshima University

Principal Investigator

MUKAIDANI Hiroaki  広島大学, 工学(系)研究科(研究院), 教授 (70305788)

Co-Investigator(Kenkyū-buntansha) XU Hua  筑波大学, ビジネス科学研究科, 教授 (40253025)
Project Period (FY) 2011 – 2013
Keywordsナッシュゲーム / パレート最適性 / 確率微分方程式 / マルコフジャンプシステム / 数値計算アルゴリズム
Research Abstract

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.

  • Research Products

    (22 results)

All 2013 2012 2011

All Journal Article (6 results) (of which Peer Reviewed: 6 results) Presentation (16 results)

  • [Journal Article] Dynamic Games for Stochastic Systems with Delay2013

    • Author(s)
      Hiroaki Mukaidani
    • Journal Title

      Asian Journal of Control

      Volume: Vol.15, No.5 Pages: 1251-1260

    • DOI

      10.1002/asjc.686

    • Peer Reviewed
  • [Journal Article] 弱結合マルチチャネル確率システムのためのH_2 静的出力フィードバック制御系設計2013

    • Author(s)
      向谷 博明
    • Journal Title

      計測自動制御学会論文集

      Volume: Vol.49, No.2 Pages: 292-301

    • Peer Reviewed
  • [Journal Article] Nash Strategy for Multiparameter Singularly Perturbed Markov Jump Stochastic Systems2012

    • Author(s)
      Hiroaki Mukaidani and Toru Yamamoto
    • Journal Title

      IET Control Theory & Applications

      Volume: Vol.6, Issue14 Pages: 2337-2345

    • DOI

      10.1049/iet-cta.2011.0539

    • Peer Reviewed
  • [Journal Article] 制御ゲイン変動を伴う確率制御を利用したむだ時間マルコフジャンプシステムのための安定化2012

    • Author(s)
      向谷 博明, 平田 知輝
    • Journal Title

      電子情報通信学会和文論文誌A分冊

      Volume: Vol.J95-A, No.11 Pages: 783-789

    • Peer Reviewed
  • [Journal Article] Guaranteed Cost PID Control for Uncertain Discrete-Time Stochastic Systems with Additive Gain Perturbations2011

    • Author(s)
      Hiroaki Mukaidani
    • Journal Title

      Asian Journal of Control

      Volume: Vol.13, No.6 Pages: 1005-1017

    • DOI

      10.1002/asjc.259

    • Peer Reviewed
  • [Journal Article] Local Feedback Pareto Strategy for Weakly Coupled Large Scale Discrete-Time Stochastic Systems2011

    • Author(s)
      Hiroaki Mukaidani
    • Journal Title

      IET Control Theory & Applications

      Volume: Vol.5, Issue17 Pages: 2005-2014

    • DOI

      10.1049/iet-cta.2010.0469

    • Peer Reviewed
  • [Presentation] H_2/H_∞ Control of Stochastic Systems with Multiple Decision Makers : A Stackelberg Game Approach2013

    • Author(s)
      Hiroaki Mukaidani
    • Organizer
      52nd IEEE Conf. Decision and Control
    • Place of Presentation
      Florence, Italy
    • Year and Date
      20131210-13
  • [Presentation] Nonlinear Stochastic H_2/H_∞ Control with Multiple Decision Makers2013

    • Author(s)
      Hiroaki Mukaidani
    • Organizer
      52nd IEEE Conf. Decision and Control
    • Place of Presentation
      Florence, Italy
    • Year and Date
      20131210-13
  • [Presentation] Nash Strategy for Markov Jump Stochastic Delay Systems2013

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Toru Yamamoto and Hua Xu
    • Organizer
      52nd IEEE Conf. Decision and Control
    • Place of Presentation
      Florence, Italy
    • Year and Date
      20131210-13
  • [Presentation] Stackelberg Strategies for Singularly Perturbed Stochastic Systems2013

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Toru Yamamoto, Hua Xu and Vasile Dragan
    • Organizer
      European Control Conf
    • Place of Presentation
      Zurich, Switzerland
    • Year and Date
      20130717-19
  • [Presentation] Pareto-Optimal Solutions for Markov Jump Stochastic Systems with Delay2013

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Hua Xu and Vasile Dragan
    • Organizer
      2013 American Control Conf
    • Place of Presentation
      Washington, DC, USA
    • Year and Date
      20130617-19
  • [Presentation] Soft-Constrained Robust Equilibria in Stochastic Differential Games2013

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Hua Xu and Vasile Dragan
    • Organizer
      2013 American Control Conf
    • Place of Presentation
      Washington, DC, USA
    • Year and Date
      20130617-19
  • [Presentation] Static Output Feedback H_2/H_∞ Control of Infinite Horizon Markov Jump Linear Stochastic Systems with Multiple Decision Makers2012

    • Author(s)
      Hiroaki Mukaidani, Hua Xu, Toru Yamamoto and Vasile Dragan
    • Organizer
      51st IEEE Conf. Decision and Control
    • Place of Presentation
      Maui, Hawaii, USA
    • Year and Date
      20121210-13
  • [Presentation] Decentralized H_2 Control for Multi-channel Stochastic Systems via State Feedback Strategies : Application to Multimodeling Systems2012

    • Author(s)
      Hiroaki Mukaidani, Hideyuki Tanaka and Toru Yamamoto
    • Organizer
      2012 American Control Conf
    • Place of Presentation
      Montreal, Canada
    • Year and Date
      20120627-29
  • [Presentation] Nash Strategy of Multiparameter Singularly Perturbed Markov Jump Stochastic Systems with State- and Control-Dependent Noise2012

    • Author(s)
      Hiroaki Mukaidani, Toru Yamamoto and Vasile Dragan
    • Organizer
      American Control Conf
    • Place of Presentation
      Montreal, Canada
    • Year and Date
      20120627-29
  • [Presentation] Multi-Objective Decision-Making Problems for Discrete-Time Stochastic Systems with State- and Disturbance-Dependent Noise2011

    • Author(s)
      Hiroaki Mukaidani, Hua Xu and Vasile Dragan
    • Organizer
      50th IEEE Conf. Decision and Control and European Control Conf
    • Place of Presentation
      Orlando, Florida, USA
    • Year and Date
      20111212-15
  • [Presentation] Soft-Constrained Stochastic Nash Games for Weakly Coupled Large-Scale Discrete-time Systems2011

    • Author(s)
      Hiroaki Mukaidani, Hua Xu and Vasile Dragan
    • Organizer
      50th IEEE Conf. Decision and Control and European Control Conf
    • Place of Presentation
      Orlando, Florida, USA
    • Year and Date
      20111212-15
  • [Presentation] Stabilizing Composite Control for Systems Modeled by Singularly Perturbed Ito Differential Equations with Two Small Time Constants2011

    • Author(s)
      Vasile Dragan and Hiroaki Mukaidani
    • Organizer
      50th IEEE Conf. Decision and Control and European Control Conf
    • Place of Presentation
      Orlando, Florida, USA
    • Year and Date
      20111212-15
  • [Presentation] Nash Strategies of Markov Jump Stochastic Systems Applied to Weakly-Coupled Large-Scale Systems2011

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Hua Xu and Vasile Dragan
    • Organizer
      IFAC World Congress
    • Place of Presentation
      Milano, Italy
    • Year and Date
      20110828-0902
  • [Presentation] Nash Strategies for Large-Scale Stochastic Delay Systems2011

    • Author(s)
      Hiroaki Mukaidani, Masaru Unno, Hua Xu and Vasile Dragan
    • Organizer
      IFAC World Congress
    • Place of Presentation
      Milano, Italy
    • Year and Date
      20110828-0902
  • [Presentation] Nash Strategy for Stochastic Delay Systems2011

    • Author(s)
      Hiroaki Mukaidani and Toru Yamamoto
    • Organizer
      American Control Conf
    • Place of Presentation
      San Francisco, California, USA
    • Year and Date
      20110629-0701
  • [Presentation] Stable Queue Management for Supporting TCP Flows over Wireless Networks2011

    • Author(s)
      Hiroaki Mukaidani, Lin Cai and Xuemin (Sherman) Shen
    • Organizer
      IEEE Int. Conf. Communications
    • Place of Presentation
      Kyoto, Japan
    • Year and Date
      20110605-09

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Published: 2015-07-16  

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