Lyapunov Functions in Differential Games
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€285.20
A01=Vladislav I Zhukovskiy
Active Equilibrium
Author_Vladislav I Zhukovskiy
Bellman Function
Category=PBKJ
Category=PBW
control systems analysis
convex optimisation theory
Differential Game
dynamic programming methods
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
equilibrium analysis under uncertainty
Guaranteeing Equilibria
Linear Quadratic Differential Games
multi-player strategy optimisation
Nash Equilibrium
Nash Equilibrium Point
Non-cooperation Game
Ordinary Differential Equations
Pareto Equilibrium
Pareto Minimal
Payoff Function
Rop Erty
stability theory
Stage Ii
Strictly Convex
Strongly Convex
uncertainty modelling
Product details
- ISBN 9780415273411
- Weight: 680g
- Dimensions: 178 x 254mm
- Publication Date: 16 Jan 2003
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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A major step in differential games is determining an explicit form of the strategies of players who follow a certain optimality principle. To do this, the associated modification of Bellman dynamic programming problems has to be solved; for some differential games this could be Lyapunov functions whose "arsenal" has been supplied by stability theory. This approach, which combines dynamic programming and the Lyapunov function method, leads to coefficient criteria, or ratios of the game math model parameters with which optimal strategies of the players not only exist but their analytical form can be specified. In this book coefficient criteria are derived for numerous new and relevant problems in the theory of linear-quadratic multi-player differential games. Those criteria apply when the players formulate their strategies independently (non co-operative games) and use non-Nash equilibria or when the game model recognizes noise, perturbation and other uncertainties of which only their ranges are known (differential games under uncertainty). This text is useful for researchers, engineers and students of applied mathematics, control theory and the engineering sciences.
