Начало / Университетът / Факултети / Стопански факултет / Катедри и Академичен състав / Катедри / Статистика и иконометрия / Новини - Катедра Статистика и иконометрия / Проф. Иван Иванов и доц. Боряна Богданова - съавтори на статия в International Journal of Systems Science




Проф. Иван Иванов и доц. Боряна Богданова са съавтори на статия в научното списание International Journal of Systems Science:


I. Ivanov, Lars Imsland & B. Bogdanova

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


The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.

KEYWORDS: H∞ optimal control problem, feedback Nash equilibrium, generalised Riccati equation, stabilising solution, positive system.