Journal
IEEE TRANSACTIONS ON FUZZY SYSTEMS
Volume 24, Issue 4, Pages 819-826Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TFUZZ.2015.2486809
Keywords
Riccati equation; resource extraction; saddle-point Nash equilibrium; uncertain differential game
Funding
- National Natural Science Foundation of China [61374082, 61273044, 61573210]
Ask authors/readers for more resources
Uncertain differential game investigates interactive decision making of players over time, and the system dynamics is described by an uncertain differential equation. This paper goes further to study the two-player zero-sum uncertain differential game. In order to guarantee the saddle-point Nash equilibrium, a Max-Min theorem is provided. Furthermore, when the system dynamics is described by a linear uncertain differential equation and the performance index function is quadratic, the existence of saddle-point Nash equilibrium is obtained via the solvability of a corresponding Riccati equation. Finally, a resource extraction problem is analyzed by using the theory proposed in this paper.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available