Numerical Algorithm for Solving Cross–Coupled Algebraic Riccati Equations Related to Nash Games of Multimodeling Systems
نویسندگان
چکیده
In this paper, the numerical design of a Nash equilibrium for infinite horizon multiparameter singularly perturbed systems (MSPS) is analyzed. A new algorithm which is based on the Newton’s method for solving the generalized cross–coupled multiparameter algebraic Riccati equations (GCMARE) is proposed. It is proven that the proposed algorithm guarantees the quadratic convergence. As a result, it is shown the proposed algorithm succeed in improving the convergence rate dramatically compared with the existing results.
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تاریخ انتشار 2002