A numerical analysis of the Nash strategy for weakly coupled large-scale systems

@article{Mukaidani2006ANA,
  title={A numerical analysis of the Nash strategy for weakly coupled large-scale systems},
  author={Hiroaki Mukaidani},
  journal={IEEE Transactions on Automatic Control},
  year={2006},
  volume={51},
  pages={1371-1377}
}
This note discusses the feedback Nash equilibrium of linear quadratic N-player Nash games for infinite-horizon large-scale interconnected systems. The asymptotic structure along with the uniqueness and positive semidefiniteness of the solutions of the cross-coupled algebraic Riccati equations (CAREs) is newly established via the Newton-Kantorovich theorem. The main contribution of this study is the proposal of a new algorithm for solving the CAREs. In order to improve the convergence rate of… CONTINUE READING
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