noncooperativestochasticadaptivemultiplayergames

	noncooperativestochasticadaptivemultiplayergames
	Hu Haoyang; Guo Lei
刊名	控制理论与应用
	2018
卷号	35 期号:5 页码:637
ISSN号	1000-8152
英文摘要	In this paper,we consider non-cooperative stochastic adaptive multi-player games described by linear discrete-time stochastic systems with unknown parameters.The least-squares algorithm together with the certainty equivalence principle is used by each player in designing the strategy for optimizing its own one-step-ahead payoff function.It will be shown that the resulting adaptive strategy profile can make the closed-loop system globally stable and at the same time,the profile converges to an asymptotic Nash equilibrium in some sense.
语种	英语
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/36292]
专题	国家数学与交叉科学中心
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Hu Haoyang,Guo Lei. noncooperativestochasticadaptivemultiplayergames[J]. 控制理论与应用,2018,35(5):637.
APA	Hu Haoyang,&Guo Lei.(2018).noncooperativestochasticadaptivemultiplayergames.控制理论与应用,35(5),637.
MLA	Hu Haoyang,et al."noncooperativestochasticadaptivemultiplayergames".控制理论与应用 35.5(2018):637.