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A zero-sum game approach for H∞ robust control of singularly perturbed bilinear quadratic systems

2017 Tehnički Vjesnik  
Original scientific paper A zero-sum game approach for H∞ robust control of continuous-time singularly perturbed bilinear quadratic systems with an additive disturbance input is presented.  ...  quadratic systems is obtained.  ...  linear-quadratic zero-sum dynamic games [3] .  ... 
doi:10.17559/tv-20161112172344 fatcat:bevj4ocw2jbwdpn2fc3flt5ppi

Book announcements

2000 Discrete Applied Mathematics  
Homogeneous Codes 8.2 MacWilliams Equations 8.3 Pless Power Moments 8.4 Gleason Polynomials Problems 9 Designs and Games 9.1 Designs 9.2 Designs and Codes 9.3 Assmus-Mattson Theorem and  ...  5.5.3 Investment and Production Game 5.5.4 Activity Selection Game 5.5.5 Waste Disposal Game 5.6 Games with Complementarities That Are Not Convex Games 5.6.1 Network Design Game 5.6.2 Max-Min  ... 
doi:10.1016/s0166-218x(00)90007-6 fatcat:cemhaoz7rzdmdoec7pjjqiur2a

Recent Developments on the Stability and Control of Stochastic Systems

Quanxin Zhu, Son Nguyen, Ruihua Liu, Leonid Shaikhet
2015 Mathematical Problems in Engineering  
All the reviewers' efforts in reviewing the papers are also very greatly acknowledged.  ...  Acknowledgments We express our great appreciation to all the authors of this special issue for their high quality contributions.  ...  The paper entitled "Evolutionary Game-Theoretic Solution for Virtual Routers with Padding Misbehavior in Cloud Computing" by X.  ... 
doi:10.1155/2015/454951 fatcat:wluyumkdt5gkbehfx75kqg3zzq

Page 1399 of Mathematical Reviews Vol. , Issue 99b [page]

1991 Mathematical Reviews  
Engwerda, Computational aspects of the open-loop Nash equilibrium in linear quadratic games (1487-1506).  ...  The next three chapters deal in depth with three specific problems, namely, with robust versions of the 1-median location problem, the scheduling problem, and the uncapacitated network design.  ... 

A Forecasting Tool for Predicting Australia's Domestic Airline Passenger Demand Using a Genetic Algorithm

Panarat Srisaeng, Glenn Baxter, Steven Richardson, Graham Wild
2015 Journal of Aerospace Technology and Management  
The mean absolute percentage error in the out of sample testing dataset for the GAPAXDE and GARPKSDE quadratic models are 2.55 and 2.23%, respectively.  ...  The modelling results have shown that both the quadratic GAPAXDE and GARPKSDE models are more accurate, reliable, and have greater predictive capability as compared to the linear models.  ...  That is: • H 0 : µ linear ≤ µ quadratic • H 1 : µ linear > µ quadratic The results of t-tests are presented in Table 5 , which shows that the p-values for both the GAPAXDE and GARPKSDE tests are less  ... 
doi:10.5028/jatm.v7i4.475 fatcat:jodgya346ncrnmwrue6bpiffyi

Information markets vs. opinion pools

Yiling Chen, Chao-Hsien Chu, Tracy Mullen, David M. Pennock
2005 Proceedings of the 6th ACM conference on Electronic commerce - EC '05  
We combine assessments of multiple experts via linear and logarithmic aggregation functions to form pooled predictions. Prices in information markets are used to derive market predictions.  ...  In screening pooled expert predictions, we find that arithmetic average is a robust and efficient pooling function; weighting expert assessments according to their past performance does not improve accuracy  ...  ACKNOWLEDGMENTS We thank Brian Galebach, the owner and operator of the ProbabilitySports and ProbabilityFootball websites, for providing us with such unique and valuable data.  ... 
doi:10.1145/1064009.1064016 dblp:conf/sigecom/ChenCMP05 fatcat:e3clhzglerdhrklb2stdpficky

Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case [article]

Julian Barreiro-Gomez and Tyrone E. Duncan and Hamidou Tembine
2019 arXiv   pre-print
In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases.  ...  Finally, relationship between risk-sensitivity and robustness are established in the mean-field type context.  ...  For a class of linear-quadratic risk-sensitive meanfield-type game problems driven by (matrix-valued) Brownian motions, we have designed a novel linear-quadratic risk-neutral robust mean-field-type game  ... 
arXiv:1904.11346v2 fatcat:b7pgplbhejapjjh5p7uopb2s6u

Modeling the search for tolerant-to-uncertainty monetary and fiscal policies under their interaction

L.A. Serkov
2017 Economic Analysis Theory and Practice  
Example: robustness and discounting in a permanent income model. 2.8.1. The LQ permanent income model. 2.8.2. Solution when σ = 0. 2.8.3. Linear regulator for permanent income model. 2.8.4.  ...  Two robust control problems. 2.4.1. Modified certainty equivalence principle. 2.5. Robust linear regulator. 2.6. More general misspecifications. 2.7. A simple algorithm. 2.7.1.  ...  Acknowledgements For criticism of previous drafts and stimulating discussions of many issues we thank Fernando Alvarez, Luca Benati, Dirk Bergemann, V.V. Chari, Jack Y. John Doyle drew the picture.  ... 
doi:10.24891/ea.16.10.1972 fatcat:j7amapu6hnafrar7cf6cgoin3q

Pricing in linear-quadratic dynamic games

Lillian J. Ratliff, Samuel Coogan, Daniel Calderone, S. Shankar Sastry
2012 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton)  
We study a hierarchical linear-quadratic game with many dynamically coupled Nash followers and an uncoupled leader.  ...  The leader influences the game by choosing the quadratic dependence on control actions for each follower's cost function.  ...  ACKNOWLEDGEMENTS The authors thank Murat Arcak, Anil Aswani, Andrew Lim, Claire Tomlin, and Ram Vasudevan for valuable discussions.  ... 
doi:10.1109/allerton.2012.6483440 dblp:conf/allerton/RatliffCCS12 fatcat:tzbsz5sqxna3zkio6dmxx55fe4

Robust Airline Fleet Assignment: Imposing Station Purity Using Station Decomposition

Barry C. Smith, Ellis L. Johnson
2006 Transportation Science  
Optimal manpower planning with temporal labor and contract period constraints p. 350 Mechanism design for set cover games when elements are agents p. 360 Graph bandwidth of weighted caterpillars  ...  machines with dynamic job arrivals p. 162 Linear time algorithms for parallel machine scheduling p. 172 A new method for retrieval based on relative entropy with smoothing p. 183 Airplane boarding  ... 
doi:10.1287/trsc.1060.0153 fatcat:wrbz5xbygjeo5kc3aeqwrrnqyq

2015 Index IEEE Transactions on Automatic Control Vol. 60

2015 IEEE Transactions on Automatic Control  
., +, TAC May 2015 1422-1426 Open-Loop Nash Equilibria in a Class of Linear-Quadratic Difference Games With Constraints.  ...  Guaracy, F.H.D., +, TAC Aug. 2015 2172-2176 Open-Loop Nash Equilibria in a Class of Linear-Quadratic Difference Games With Constraints.  ... 
doi:10.1109/tac.2015.2512305 fatcat:5gut6qeomfh73fwfvehzujbr5q

Information Design in Concave Games [article]

Alex Smolin, Takuro Yamashita
2022 arXiv   pre-print
We study information design in games with a continuum of actions such that the players' payoffs are concave in their own actions.  ...  players in the original game.  ...  In a quadratic game, this is a system of linear equations.  ... 
arXiv:2202.10883v1 fatcat:fbxb355qh5hipk2wufyysdexem

Uniform-Price Mechanism Design for a Large Population of Dynamic Agents [article]

Sen Li, Wei Zhang
2015 arXiv   pre-print
In addition, we show that for linear quadratic problems with bounded parameters, the proposed mechanism can maximize the social welfare subject to a total resource constraint in ϵ-dominant strategy equilibrium  ...  The coordination problem is formulated as a dynamic mechanism design problem. A mechanism is proposed based on the competitive equilibrium of the large population game.  ...  We also applied the proposed mechanism to linear quadratic case to show its efficacy.  ... 
arXiv:1507.04374v2 fatcat:qjnv7x24hnaxhknxlh7v4v4n4i

H∞-Optimal Control for Robust Financial Asset and Input Purchasing Decisions

David Hudgins, Joon Na
2013 Journal of Mathematical Finance  
This analysis formulates an approach for converting minimax LQ (linear-quadratic) tracking problems into LQ regulator designs, and develops a Matlab application program to calculate an H-infinity robust  ...  Given that it exists, the program computes a minimax solution to the linear quadratic (LQ) soft-constrained game with constant coefficients for a general scalar model, and also to a class of matrix systems  ...  The problem is formulated in expression (1) as a softconstrained linear-quadratic (LQ) game, which is a generalized version of that in [1] .  ... 
doi:10.4236/jmf.2013.33034 fatcat:74gg2wplz5a6reftowqyr6fzva

Simple Practical Classical-H2 Optimal Robust Controller

Verica Radisavljevic-Gajic
2006 Journal of Guidance Control and Dynamics  
The price for this reduction is paid by an increased value of the quadratic performance criterion from 24.93 to 36.98. V.  ...  ., Essentials of Robust Control, Prentice-Hall, Upper Saddle River, NJ, 1998. [2] Thompson, P., “Classical/H, Solution for a Robust Control Design Benchmark Problem,” Journal of Guidance, Control, and  ... 
doi:10.2514/1.20989 fatcat:cv237ltwavdmpbwpbbbjfkb5xq
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