Journal of Guangdong University of Technology ›› 2014, Vol. 31 ›› Issue (2): 32-35.doi: 10.3969/j.issn.1007-7162.2014.02.006

Previous Articles     Next Articles

Finitetime Nonzerosum Games for Stochastic Singular Systems

Zhou Haiying1, Zhang Chengke2, Zhu Huainian1   

  1. 1. School of Management; 2. School of Economics & Commence, Guangdong University of Technology, Guangzhou 510520, China
  • Online:2014-06-06 Published:2018-06-12
  • Supported by:
     

HTML

PDF (PC)

3367

Abstract: It  discusses the problem of linear quadratic nonzerosum games for stochastic singular systems with state and controldependent noise in finitetime horizon. Based on the result of the optimal control problem for stochastic singular systems, the existence of the nonzerosum strategy is presented by means of a set of crosscoupled Riccati differential equations.

Key words: stochastic singular systems, nonzerosum games, crosscoupled differential Riccati equations

CLC Number: 

  • F224.32
[1] Wang Mei-lin, Zeng Jun-jie, Cheng Ke-qiang, Chen Xiao-hang. A Research on Improved Genetic Algorithm for Flexible Job Shop Scheduling Problem Based on MPN [J]. Journal of Guangdong University of Technology, 2021, 38(05): 24-32.
[2] Li Jie-ming, Zhu Huai-nian. Nash Differential Games for Delayed Nonlinear Stochastic Systems with State-and Control-dependent Noise [J]. Journal of Guangdong University of Technology, 2018, 35(01): 41-45,60.
[3] Chen Hai-xia, Zhong Ying-hong. An E-commerce Platform Anti-counterfeiting Strategy Research Based on Cumulative Prospect Theory and Evolutionary Game Theory [J]. Journal of Guangdong University of Technology, 2017, 34(04): 52-57.
Viewed
Full text


Abstract

Cited
  Shared   
  Discussed   
No Suggested Reading articles found!
Copyright © 2017 Journal of Guangdong University of Technology
Add：729 East Dongfeng RD., Guangzhou PRC. Postcode: 510090
Tel：020-37626653,020-37626139,020-37626396
Email：xbzrb@gdut.edu.cn
Supported:Beijing Magtech