Doubly invariant equilibria of linear discrete-time games

DOI10.1016/S0005-1098(02)00063-8MaRDI QIDQ1614423zbMATH OpenFDO

Authors Paolo Caravani, Elena De Santis

Publication date 5 September 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0005-1098(02)00063-8

zbMATH Keywords

controlled invariancediscrete-time dynamic gamesdoubly invariant equilibriumfault tolerance-macroeconomicsNash equilibrium

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic games (91A25) Discrete-time games (91A50)

Review text

It is an interesting paper in studing the equilibrium of the class of two persons linear dynamic games in discrete time, in which the perfect state information, feedback strategies and a performance criterion are specified not in terms of payoffs but by two sets in the state space one for each player, each player tries to keep the state in the region of the state space independently of the action of the rival player. The authors define a doubly invariant DI equilibrium. It is obtained when these sets exhibit a double invariance property. The notion of a DI equilibrium links with the Nash equilibrium concept in game theory and with the viability concept in control. The paper gives in 5 sections existence conditions, criteria and algorithms for the determination of DI equilibria of linear dynamic games in discrete time. Two examples illustrate the results are given. I think that it will be useful for the readers to consult the paper ``On discrete dynamical systems associated to games by \textit{E. Ahmed} and \textit{A. S. Hegazi} in Adv. Complex Syst. 423-430 (1999).

Recommendations

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Cites work

• A polytopic game
• Double invariance: A new equilibrium concept for two-person dynamic games
• scientific article; zbMATH DE number 3660223 (Why is no real title available?)
• scientific article; zbMATH DE number 706270 (Why is no real title available?)
• scientific article; zbMATH DE number 1444342 (Why is no real title available?)
• Nonlinear state feedback for ^ 1 optimal control
• Optimization of the l/sup ∞/-induced norm under full state feedback
• Viability theory

Cited in

(6)

• A polytopic game
• Invariant equilibria and classes of equivalent games
• Discussion on: ``Global regulation of input-saturated discrete-time linear systems subject to persistent disturbances
• Invariant sets in the discrete game of retention
• Double invariance: A new equilibrium concept for two-person dynamic games
• Optimized robust control invariance for linear discrete-time systems: theoretical foundations

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