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- W2335015463 abstract "This paper discusses the Nash gables for a class of uncertain weakly coupled large-scale systems. Particu-larly, the infinite horizon stochastic Nash games are addressed by considering uncertainty as state-dependent noise. First, the asymptotic structure for the solutions of the cross-coupled stochastic algebraic Riccati equations (CSAREs) and the condition for the existence of solutions are derived. Second, using such properties, an approx-imate Nash equilibrium strategy that is independent of the coupling parameter ε is established. Moreover, it is shown for the first time that the new strategy achieves O (ε2) approximation. Finally, in order to demonstrate the efficiency of the proposed design method, a numerical example is provided." @default.
- W2335015463 created "2016-06-24" @default.
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- W2335015463 date "2008-01-01" @default.
- W2335015463 modified "2023-10-16" @default.
- W2335015463 title "Nash Equilibrium Strategy for Weakly Coupled Large-scale Stochastic Systems" @default.
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- W2335015463 doi "https://doi.org/10.9746/ve.sicetr1965.44.260" @default.
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