Efficient numerical procedures for solving closed-loop Stackelberg strategies with small singular perturbation parameter

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• 作者：Hiroaki Mukaidani
• 关键词：Stackelberg strategies ; Cross-coupled algebraic Lyapunov and Riccati equations ; Singularly perturbed systems ; Newton’ ; s method
• 刊名：Applied Mathematics and Computation
• 出版年：2007
• 期刊代码：7_00963003
• 类别：cp
• 出版时间：15 May 2007
• 卷：188
• 期：2
• 页码：1173-1183
• 文件大小：209 K

摘要

In this paper, the computation of the linear closed-loop Stackelberg strategies with small singular perturbation parameter that characterizes singularly perturbed systems (SPS) are studied. The attention is focused on a new numerical algorithm for solving a set of cross-coupled algebraic Lyapunov and Riccati equations (CALRE). It is proven that the new algorithm guarantees the local quadratic convergence. A numerical example is solved to show a reduction of the average CPU time compared with the existing algorithm.