引用本文:张成科,王行愚.线性时变二次微分对策Nash策略的小波分析法(Ⅰ)——小波逼近解[J].控制理论与应用,2002,19(1):57~60.[点击复制]
ZHANG Chengke,WANG Xingyu.Analysis Method for Nash Strategy of Linear Time Variant Quadratic Differential Game via Wavelets (Ⅰ) ——Wavelet Approximation Solution[J].Control Theory and Technology,2002,19(1):57~60.[点击复制]
线性时变二次微分对策Nash策略的小波分析法(Ⅰ)——小波逼近解
Analysis Method for Nash Strategy of Linear Time Variant Quadratic Differential Game via Wavelets (Ⅰ) ——Wavelet Approximation Solution
摘要点击 1347  全文点击 898  投稿时间:1999-05-20  修订日期:2000-02-28
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DOI编号  10.7641/j.issn.1000-8152.2002.1.011
  2002,19(1):57-60
中文关键词  线性二次微分对策  Nash策略  小波分析
英文关键词  linear_quadratic differential game  Nash strategy  wavelets analysis
基金项目  高校博士学科点专项科研基金(96025110); 广东工业大学自选科研项目(993303)资助项目
作者单位
张成科 广东工业大学 经济管理学院, 广州 510080 
王行愚 华东理工大学 自动化所, 上海 200237 
中文摘要
      基于小波多尺度逼近特性, 提出了一种求解线性时变系统中微分对策Nash策略的新方法. 该法避免求解耦合Riccati微分方程, 而只需求解代数方程, 适合于计算机求解.
英文摘要
      This paper proposes a new method for computing the Nash strategy of linear time_variant quadratic differential game based on the multi_scale multi_resolution approximation feature of wavelets. The new method changes the problem into the limitation of algebraic equations, and avoids computing a pair of cross_coupled Riccati equations by computing an algebraic equation instead. The procedure is very simple and suitable for computation with a computer.