Journal of Guangdong University of Technology ›› 2010, Vol. 27 ›› Issue (1): 8-11.

• Comprehensive Studies • Previous Articles     Next Articles

Iterative A lgorithm for Saddle-point Equilibrium ofDiscrete-time Bilinear Systems

  

  1. 1. Schoo l o fM anagem ent; 2. School o f Econom ics and Comm erce, Guangdong University of Technology, Guangzhou 510520, China
  • Online:2010-03-25 Published:2010-03-25

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Abstract: Regarding the saddle-po int equ ilibrium for discrete t ime bilinear-quadratic controlin the f in ite t ime, the sadd le-po int equ ilibrium is converted into a non linear tw o po int boundary va lue by using the dynam ic prog ramm ing pr incipa.l Then by using a transfo rmation, the nonlinear tw o po int boundary value is transfo rmed in to a "linear" two point boundary va luew ith "separate" form. Finally, a new iterative a lgorithm is constructed to solve the problem, w hich provides a new approach to the problem w ith the differential gam es o f discrete-time b ilinear systems.

Key words:  discrete-t ime bilinear system; sadd le-po int equilibrium; R iccat i equation

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