广东工业大学学报2018，Vol.35Issue(1)：41-45,60,6.DOI:10.12052/gdutxb.170142
噪声依赖状态和控制的时滞非线性随机系统Nash微分博弈
Nash Differential Games for Delayed Nonlinear Stochastic Systems with State-and Control-dependent Noise
摘要
Abstract
The problem of two-person Nash differential games for delayed nonlinear stochastic systems with state-and control-dependent noise is discussed. A sufficient condition for the existence of the Nash equilibrium strategy is presented in terms of coupled Hamilton-Jacobi equations (HJEs). And meanwhile, the explicit expression of the equilibrium strategy is given. In the end, a numeric example is employed to show the effectiveness of the obtained results.关键词
时滞非线性随机系统/微分博弈/Nash均衡/Hamilton-Jacobi方程组Key words
delayed nonlinear stochastic systems/differential game/Nash equilibrium/Hamilton-Jacobi equations分类
管理科学引用本文复制引用
李洁茗,朱怀念..噪声依赖状态和控制的时滞非线性随机系统Nash微分博弈[J].广东工业大学学报,2018,35(1):41-45,60,6.基金项目
国家自然科学基金资助项目(71571053) （71571053）
广东省自然科学基金资助项目(2015A030310218,2016A030313701) （2015A030310218,2016A030313701）
广东省教育厅普通高校特色创新项目(2015WTSCX014) （2015WTSCX014）
