Vektor Kendali Permainan Dinamis LQ Non-Kooperatif Waktu Tak Berhingga
Abstract
In this paper discuss about control vector with Nash criterion in linier quadratic non-cooperativedynamic game two player case with infinite time. Discuss was started from general equations for noncooperative dynamic game N player for infinite time with several assumption. Then, with same assumption
to made general equation for non-cooperative dynamic game two player for infinite time. Based on
differential equation and objective function for each player algebraic Riccati equation was formed for first
player and second player, to made control vector with Nash criterion. Finally, control vector with Nash for
first player and second player used to analysis about stability of dynamic function.
Keywords: game, linear, quadratic, non-cooperative, control
References
Jurnal:
Engwerda J. Feedback Nash equilibria in the scalar infinite horizon LQ-game. Automatica. 2000; 36
: 135-139.
Weeren AJTM, Schumacher JM, Engwerda J. Asymptotic analysis of linear feedback Nash
equilibria in nonzero-sum linear-quadratic differential games. Journal of Optimization Theory and
Applications.1999: 101: p693–723.
Texbooks:
. Basar T. Dynamic noncooperative game theory. Philadelphia: SIAM. 1999.
Bellman R. Introduction to Matrix Analysis. Philadelphia: SIAM. 1997
Engwerda J. LQ Dynamic Optimization and Differential Games. Chichester: John Wiley & Sons.
Lewis FL. Applied Optimal Control and Estimation. New Jersey: Prentice-Hall, Inc. 1992.
Olsder GJ. Mathematical System Theory. Delft: University of Technology. 1994.
Perko L. Differential Equations and Dynamical System. New York: Springer-Verlag. 1991.
