Abstract:
This paper discusses Nash games for a class of delay systems governed by Ito's stochastic differential equation. Sufficient condition for the existence of Nash strategies...Show MoreMetadata
Abstract:
This paper discusses Nash games for a class of delay systems governed by Ito's stochastic differential equation. Sufficient condition for the existence of Nash strategies is given by means of matrix inequality for the first time. It is shown that the state feedback strategy can be obtained by solving the linear matrix inequality (LMI) recursively.
Published in: Proceedings of the 2011 American Control Conference
Date of Conference: 29 June 2011 - 01 July 2011
Date Added to IEEE Xplore: 18 August 2011
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