| 引用本文: | 胡浩洋,郭雷.多人非合作随机自适应博弈（英文）[J].控制理论与应用,2018,35(5):637~643.[点击复制] |
| HU Hao-yang,GUO Lei.Non-cooperative stochastic adaptive multi-player games[J].Control Theory and Technology,2018,35(5):637~643.[点击复制] |
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| 多人非合作随机自适应博弈（英文） |
| Non-cooperative stochastic adaptive multi-player games |
| 摘要点击 3768 全文点击 1592 投稿时间：2018-01-13 修订日期：2018-05-03 |
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| DOI编号 10.7641/CTA.2018.80039 |
| 2018,35(5):637-643 |
| 中文关键词 线性随机系统 自适应博弈 最小二乘法 全局稳定性 渐近纳什均衡 |
| 英文关键词 linear stochastic system adaptive games least-squares algorithm globally stable asymptotic Nash equilibrium |
| 基金项目 国家自然科学基金 (11688101). |
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| 中文摘要 |
| 本文考虑系数未知的离散时间线性随机系统多人非合作的自适应博弈问题, 每个参与者运用最小二乘算法
和“必然等价原则”来设计博弈策略组合, 目的是自适应优化自身的一步超前收益函数. 本文证明此自适应策略组合使
得闭环系统全局稳定, 并且在一定意义下是该博弈问题的渐近纳什均衡解. |
| 英文摘要 |
| In this paper, we consider non-cooperative stochastic adaptive multi-player games described by linear
discrete-time stochastic systems with unknown parameters. The least-squares algorithm together with the certainty equivalence
principle is used by each player in designing the strategy for optimizing its own one-step-ahead payoff function.
It will be shown that the resulting adaptive strategy profile can make the closed-loop system globally stable and at the same
time, the profile converges to an asymptotic Nash equilibrium in some sense. |