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

DOI10.1016/j.amc.2006.10.068zbMath1130.93383WikidataQ112880105 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 method; singularly perturbed systems; Stackelberg strategies; cross-coupled algebraic Lyapunov and Riccati equations

Mathematics Subject Classification ID

91A65: Hierarchical games (including Stackelberg games)

90C53: Methods of quasi-Newton type

93C05: Linear systems in control theory

93C70: Time-scale analysis and singular perturbations in control/observation systems

Related Items

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

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