Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Open-Loop Linear Quadratic Nash Games for Discrete Descriptor Systems
Koichi MIZUKAMIHua XUFumihiro SUZUMURA
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1991 Volume 27 Issue 2 Pages 169-176

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Abstract
This paper is concerned with the computation of Nash solutions for a class of deterministic linear-quadratic two-person nonzerosum difference games. The dynamics of the system is characterized by a linear discretetime descriptor equation Exk+1=Axk+Buk+Cvk, where E is singular. The games are studied under the open-loop information structure. It is proven that the linear quadratic Nash game of the discrete descriptor system always admit uncountable Nash equilibrium solutions even if the information structure of the game is open-loop. This property is very different from that in the open-loop Nash game of a state space system. A pair of minimum-norm open-loop Nash solutions is computed by recursively solving two coupled asymmetric Riccati-type matrix equations.
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