Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

The Nash equilibrium point in the LQ game on positive systems with two players

We consider the linear quadratic differential games for positive linear systems with the feedback information structure and two players. The Newton method to obtain the stabilizing solution of a corresponding set of Riccati equations is presented in the literature. Here, we modify the Newton method and propose a new faster iterative method. Moreover, the convergence properties of the modificati...

Iterative algorithms for families of variational inequalities fixed points and equilibrium problems

Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation

We consider the generalized Nash equilibrium problem (GNEP), where not only the players’ cost functions but also their strategy spaces depend on the rivals’ decision variables. Existence results for GNEPs are typically shown by using a fixed point argument for a certain set-valued function. Here we use a regularization of this set-valued function in order to obtain a single-valued function that...

channel estimation for mimo-ofdm systems

تخمین دقیق مشخصات کانال در سیستم های مخابراتی یک امر مهم محسوب می گردد. این امر به ویژه در کانال های بیسیم با ‏خاصیت فرکانس گزینی و زمان گزینی شدید، چالش بزرگی است. مقالات متعدد پر از روش های مبتکرانه ای برای طراحی و آنالیز ‏الگوریتم های تخمین کانال است که بیشتر آنها از روش های خاصی استفاده می کنند که یا دارای عملکرد خوب با پیچیدگی ‏محاسباتی بالا هستند و یا با عملکرد نه چندان خوب پیچیدگی پایینی...

Computing the strong Nash equilibrium for Markov chains games

In this paper we present a novel method for finding the strong Nash equilibrium. The approach consists on determining a scalar λ∗ and the corresponding strategies d∗(λ∗) fixing specific bounds (min and max) that belong to the Pareto front. Bounds correspond to restrictions imposed by the player over the Pareto front that establish a specific decision area where the strategies can be selected. W...