控制理论与应用2018，Vol.35Issue(5)：637-643,7.DOI:10.7641/CTA.2018.80039
多人非合作随机自适应博弈
Non-cooperative stochastic adaptive multi-player games
摘要
Abstract
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 e-quivalence 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.关键词
线性随机系统/自适应博弈/最小二乘法/全局稳定性/渐近纳什均衡Key words
linear stochastic system/adaptive games/least-squares algorithm/globally stable/asymptotic Nash equi-librium分类
信息技术与安全科学引用本文复制引用
胡浩洋,郭雷..多人非合作随机自适应博弈[J].控制理论与应用,2018,35(5):637-643,7.基金项目
Supported by the National Natural Science Foundation of China (11688101). （11688101）
