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线性时变二次微分对策Nash策略的小波分析法(Ⅱ)——小波逼近解的收敛性

Analysis Method for Nash Strategy of Linear Time Variant Quadratic Differential Game via Wavelets (Ⅱ) —Convergence of the Wavelet Approximation Solution
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摘要 研究小波逼近分析方法的收敛性问题 ,对线性时变二次微分对策Nash策略情形 ,证明了Nash策略的小波逼近解收敛于精确解 ,基于小波逼近的多尺度多分辨特性 。 This paper proposes a new method for computing the Nash strategy of linear time_variant quadratic differential game based on the multi_scale multi_resolution approximation feature of wavelets. The new method changes the problem into the limitation of algebraic equations, and avoids computing a pair of cross_coupled Riccati equations by computing an algebraic equation instead. The procedure is very simple and suitable for computation with a computer.
出处 《控制理论与应用》 EI CAS CSCD 北大核心 2002年第2期178-182,共5页 Control Theory & Applications
基金 高校博士学科点专项科研基金(960 2 5 110 ) 广东工业大学自选科研 (993 3 0 3 )资助项目
关键词 线性时变二次微分对策 NASH策略 小波分析法 小波逼近解 收敛性 函数逼近 linear_quadratic differential game Nash strategy wavelets analysis
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