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首页> 外文期刊>Automatic Control, IEEE Transactions on >Constructive $epsilon$-Nash Equilibria for Nonzero-Sum Differential Games
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Constructive $epsilon$-Nash Equilibria for Nonzero-Sum Differential Games

机译:非零和微分游戏的构造性 $ epsilon $ -纳什均衡

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摘要

In this paper, a class of infinite-horizon, nonzero-sum differential games and their Nash equilibria are studied and the notion of -Nash equilibrium strategies is introduced. Dynamic strategies satisfying partial differential inequalities in place of the Hamilton–Jacobi–Isaacs partial differential equations associated with the differential games are constructed. These strategies constitute (local) -Nash equilibrium strategies for the differential game. The proposed methods are illustrated on a differential game for which the Nash equilibrium strategies are known and on a Lotka–Volterra model, with two competing species. Simulations indicate that both dynamic strategies yield better performance than the strategies resulting from the solution of the linear-quadratic approximation of the problem.
机译:本文研究了一类无限水平,非零和微分博弈及其纳什均衡,并介绍了-纳什均衡策略的概念。构造了满足偏微分不等式的动态策略,代替了与微分博弈相关的汉密尔顿-雅各比-艾萨克斯偏微分方程。这些策略构成了差分博弈的(局部)-纳什均衡策略。在已知纳什均衡策略的微分博弈和具有两个竞争物种的Lotka–Volterra模型中,说明了所建议的方法。仿真表明,这两种动态策略都比解决问题的线性二次逼近所产生的策略具有更好的性能。

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