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Adaptive noncooperative N -Person games with unknown general quadratic objectives / Xiaohuan Tan in IEEE Transactions on control systems technology, Vol. 18 N° 5 (Septembre 2010) 

Public ISBD [article]  in IEEE Transactions on control systems technology > Vol. 18 N° 5 (Septembre 2010) . - pp. 1033-1043 Titre : Adaptive noncooperative N -Person games with unknown general quadratic objectives Type de document : texte imprimé Auteurs : Xiaohuan Tan, Auteur ; Jose B. Cruz, Auteur Année de publication : 2011 Article en page(s) : pp. 1033-1043 Note générale : Génie Aérospatial Langues : Anglais (eng) Mots-clés : Adaptive  control  Dynamic  game  Noncooperative  Strategic  bidding Index. décimale : 629.1 Résumé : Motivated by the problems of unknown objectives in strategic bidding in the restructured electricity power markets where in practice, not all participants have full access to competitors' information, this paper investigates a class of noncooperative N-person games with unknown objectives with linear and cross terms in controls. We first formulate and explicitly derive the Nash equilibrium solution for this type of games, then incorporate the concept of fictitious play with the technique of adaptive control to estimate multiple controller strategies, which are not necessarily a Nash solution. We show both theoretically and numerically that the adaptation procedure converges under certain conditions. The proposed scheme is applicable to all systems with similar mathematical structures and objectives. DEWEY : 629.1 ISSN : 1063-6536 En ligne : http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=5280191 [article] Adaptive noncooperative N -Person games with unknown general quadratic objectives [texte imprimé] / Xiaohuan Tan, Auteur ; Jose B. Cruz, Auteur . - 2011 . - pp. 1033-1043. Génie Aérospatial Langues : Anglais (eng) in IEEE Transactions on control systems technology > Vol. 18 N° 5 (Septembre 2010) . - pp. 1033-1043 Mots-clés : Adaptive  control  Dynamic  game  Noncooperative  Strategic  bidding Index. décimale : 629.1 Résumé : Motivated by the problems of unknown objectives in strategic bidding in the restructured electricity power markets where in practice, not all participants have full access to competitors' information, this paper investigates a class of noncooperative N-person games with unknown objectives with linear and cross terms in controls. We first formulate and explicitly derive the Nash equilibrium solution for this type of games, then incorporate the concept of fictitious play with the technique of adaptive control to estimate multiple controller strategies, which are not necessarily a Nash solution. We show both theoretically and numerically that the adaptation procedure converges under certain conditions. The proposed scheme is applicable to all systems with similar mathematical structures and objectives. DEWEY : 629.1 ISSN : 1063-6536 En ligne : http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=5280191