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【答案】应助回帖
★ ★ ★ ★ ★
感谢参与，应助指数 +1
baroshi: 金币+5, ★★★★★最佳答案 2014-09-21 02:05:39
oven1986: LS-EPI+1, 感谢应助！ 2014-11-01 19:33:52
Accession number:
20132016331928
Title: Near optimal strategy for nonlinear stochastic differential games based on the technique of statistical linearization
Authors: Zhang, Ping1 Email author zhpbest2010@163.com; Fang, Yang-Wang2 Email author ywfang2008@sohu.com; Hui, Xiao-Bin2 Email author blue-seaing@126.com; Liu, Xin-Ai1 Email author lxa2005@163.com; Li, Liang1 Email author 85654809@163.com
Author affiliation: 1 Unit 95889, PLA, Jiuquan 735018, China
2 College of Aeronautics and Astronautics Engineering, Air Force Engineering University, Xi'an 710038, China
Corresponding author: Zhang, P. (zhpbest2010@163.com)
Source title: Zidonghua Xuebao/Acta Automatica Sinica
Abbreviated source title: Zidonghua Xuebao Acta Auto. Sin.
Volume: 39
Issue: 4
Issue date: April 2013
Publication year: 2013
Pages: 390-399
Language: Chinese
ISSN: 02544156
CODEN: ZIXUDZ
Document type: Journal article (JA)
Publisher: Science Press, 18,Shuangqing Street,Haidian, Beijing, 100085, China
Abstract: A novel solution for a class of nonlinear zero-sum stochastic differential games is given based on the technique of statistical linearization. The near optimal feedback strategies are derived by solving the statistical state dependent Riccati equation, which is significantly different from the Riccati equation of linear systems. The case of strategy with bound limitation is also investigated. An example is given to illustrate the application of the theory. Copyright © 2013 Acta Automatica Sinica.
Number of references: 16
Main heading: Optimal systems
Controlled terms: Game theory - Linear systems - Riccati equations - Stochastic systems
Uncontrolled terms: Differential games - Near-optimal - Non-linear stochastic systems - State-dependent Riccati equation - Statistical linearization - Stochastic differential game - Zero-sum stochastic differential games
Classification code: 921 Mathematics - 921.2 Calculus - 922.1 Probability Theory - 961 Systems Science
DOI: 10.3724/SP.J.1004.2013.00390
Database: Compendex
Compilation and indexing terms, © 2014 Elsevier Inc. |
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