Two-player Ad hoc Output-feedback Cumulant Game Control

Chukwuemeka Aduba, Chang-Hee Won

2015

Abstract

This paper studies a finite horizon output-feedback game control problem where two players seek to optimize their system performance by shaping the distribution of their cost function through cost cumulants. We consider a two-player second cumulant nonzero-sum Nash game for a partially-observed linear system with quadratic cost function. We derive the near-optimal players strategy for the second cost cumulant function by solving the Hamilton-Jacobi-Bellman (HJB) equation. The results of the proposed approach are demonstrated by solving a numerical example.

Paper Citation

in Harvard Style

Aduba C. and Won C. (2015). Two-player Ad hoc Output-feedback Cumulant Game Control . In Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-122-9, pages 53-59. DOI: 10.5220/0005503300530059

in Bibtex Style

@conference{icinco15,
author={Chukwuemeka Aduba and Chang-Hee Won},
title={Two-player Ad hoc Output-feedback Cumulant Game Control},
booktitle={Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2015},
pages={53-59},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005503300530059},
isbn={978-989-758-122-9},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Two-player Ad hoc Output-feedback Cumulant Game Control
SN - 978-989-758-122-9
AU - Aduba C.
AU - Won C.
PY - 2015
SP - 53
EP - 59
DO - 10.5220/0005503300530059