On the SQH Method for Solving Differential Nash Games

نویسندگان

چکیده

Abstract A sequentialquadratic Hamiltonian schemefor solving open-loop differential Nash games is proposed and investigated. This method formulated in the framework of Pontryagin maximum principle represents an efficient robust extension successive approximations strategy for optimal control problems. Theoretical results are presented that prove well-posedness scheme, numerical experiments reported successfully validate its computational performance.

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ژورنال

عنوان ژورنال: Journal of Dynamical and Control Systems

سال: 2021

ISSN: ['1079-2724', '1573-8698']

DOI: https://doi.org/10.1007/s10883-021-09546-1