Numerical computation of Nash strategy for large-scale systems

@article{Mukaidani2004NumericalCO,
  title={Numerical computation of Nash strategy for large-scale systems},
  author={Hiroaki Mukaidani},
  journal={Proceedings of the 2004 American Control Conference},
  year={2004},
  volume={6},
  pages={5641-5646 vol.6}
}
In this paper, the linear quadratic N-players Nash games for infinite horizon large-scale systems are discussed. Nash strategies are obtained by solving the cross-coupled algebraic Riccati equations (CARE) via the numerical technique. The asymptotic expansions for the CARE are newly established. The main contribution in this paper is that the linear convergence of the proposed algorithm which is based on the fixed point algorithm is proved. In order to demonstrate the efficiency of the… CONTINUE READING
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