Numerical algorithm for solving cross-coupled algebraic Riccati equations related to Nash games of multimodeling systems.
Hiroaki MukaidaniTetsu ShimomuraHua XuPublished in: CDC (2002)
Keyphrases
- dynamic programming
- learning algorithm
- computational complexity
- search space
- preprocessing
- k means
- cost function
- np hard
- computational cost
- linear systems
- matching algorithm
- objective function
- algebraic equations
- numerical algorithms
- nonlinear equations
- game theory
- optimization algorithm
- segmentation algorithm
- linear programming
- worst case
- probabilistic model
- optimal solution
- detection algorithm
- combinatorial optimization
- simulated annealing
- linear equations