A new algorithm for solving cross-coupled algebraic Riccati equations of singularly perturbed Nash games.
Hiroaki MukaidaniHua XuKoichi MizukamiPublished in: CDC (2000)
Keyphrases
- learning algorithm
- k means
- simulated annealing
- computational cost
- detection algorithm
- objective function
- combinatorial optimization
- cost function
- np hard
- mathematical model
- optimization algorithm
- reinforcement learning
- gradient projection
- linear systems
- matching algorithm
- linear programming
- significant improvement
- optimal solution
- segmentation algorithm
- expectation maximization
- particle swarm optimization
- probabilistic model
- convergence rate
- nash equilibrium
- preprocessing
- algebraic equations