Linear-Quadratic Uncertain Differential Game With Application to Resource Extraction Problem.
IEEE Transactions on Fuzzy Systems(2016)
摘要
Uncertain differential game investigates interactive decision making of players over time, and the system dynamics is described by an uncertain differential equation. This paper goes further to study the two-player zero-sum uncertain differential game. In order to guarantee the saddle-point Nash equilibrium, a Max-Min theorem is provided. Furthermore, when the system dynamics is described by a lin...
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关键词
Games,Differential equations,Nash equilibrium,Mathematical model,Uncertainty,Optimal control
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