Начало / Университетът / Факултети / Стопански факултет / Катедри и Академичен състав / Катедри / Статистика и иконометрия / Новини - Катедра Статистика и иконометрия / Статия със съавтор проф. Иван Иванов в научното списание IET Control Theory & Applications

   

05.07.2017

 

Статия със съавтор проф. Иван Иванов беше приета за печат в научното списание IET Control Theory & Applications.

 

Vasile Dragan and Ivan Ivanov

Sufficient conditions for Nash equilibrium point in the Linear Quadratic game for Markov jump positive systems

 

Abstract:We consider the infinite horizon linear quadratic differential games for positive linear systems with Markovian jumping.Our goal is to propose a set of sufficient conditions that guarantee the existence of the stabilizing solution of a system of gametheoretic algebraic Riccati type equations associated to the considered differential game. To this end we introduce a new type ofsolution of the Riccati equation namely the strong stabilizing solution and we are proving that this strong stabilizing solution is justa stabilizing solution of this kind of Riccati equation. The main contribution is the formulation of a set of sufficient conditions whichguarantee the convergence of the proposed iterative procedure to the stabilizing solution of game theoretic algebraic Riccati typeequation. Finally, a numerical example shows the performance of the proposed algorithm.

 

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