Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter

DOI10.1016/j.amc.2006.10.068zbMath1130.93383OpenAlexW1967592672WikidataQ112880105 ScholiaQ112880105MaRDI QIDQ2371997

Hiroaki Mukaidani

Publication date: 10 July 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/files/public/2/26405/20141016154150143216/AMC_188_1173.pdf

zbMATH Keywords

Newton's methodsingularly perturbed systemsStackelberg strategiescross-coupled algebraic Lyapunov and Riccati equations

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Methods of quasi-Newton type (90C53) Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70)

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Numerical computation of cross-coupled algebraic Riccati equations related to \(H_{\infty}\)-constrained LQG control problem

Cites Work

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