摘要:

The paper is concerned with an application of non-zero-snm differential games of macroeconomic system illustrated in the balance-of-payments adjustment problem between the two countries. The optimal policy solutions of the game model with quadratic performance index are obtained by means of the properties of the pseudo-inverse matrix. Sequentially, necessary and sufficient conditions for the existence of min-min game solutions, which correspond to min—max game solutions, are presented as one of the principal results of the present paper.

ISSN:0020-7721    

DOI:10.1080/00207727508941834

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Nash solutions to a class of non-zero-sum differential games are obtained in the form of linear feedback strategies with both constant and time-varying feedback gains. To solve the resulting two-point boundary value problem, a gradient algorithm is proposed. This algorithm is utilized to compute linear feedback Nash solutions for two examples, and the costs are compared with open loop costs. Several specific strategy structures are shown to dominate the open loop solution.

ISSN:0020-7721    

DOI:10.1080/00207727508941835

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This paper discusses certain aspects of multi-level state estimation. In the first part, the multi-level state estimator of Pearson is considered and it is shown why such filters cannot be used for the practical state estimation of large systems. Then a computationally efficient suboptimal filter formulated by Shah is described and which is then extended to systems with time lags between the subsystems. For large serially connected systems, an even simpler state estimator could be used. A number of numerical studies are given comparing the performance of the two sub-optimal estimators and the overall optimal solution.

ISSN:0020-7721    

DOI:10.1080/00207727508941836

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The existence of optimal solutions and solution methodology for certain types of Generalized Control Problems are discussed and economic applications of the theory are given, An exsample of optimal economic growth problem is provided for illustration.

ISSN:0020-7721    

DOI:10.1080/00207727508941837

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

A technique for evaluating the transition matrix Akof a linear sequential machine has been given by Seherba and Roesser by transforming matrix A into a matrix ARin the real field, finding the powers ARkof.ARIn in the real field and then transforming ARkback to finite field. A technique for the same problem is suggested by carrying out all the computations in the finite field only, thus avoiding the cumbersomeness of the earlier technique.

ISSN:0020-7721    

DOI:10.1080/00207727508941838

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper we consider the sub-optimal control of sparsely coupled systems, characterized by linear differential equations with quadratic cost functional. The method proposed here converts the problem to a canonical form and identifies the variables from each sub-system which are strongly interacting. This is done by defining a threshold level matrix based on the eigenvalues of the sub-systems and their cost matrices. The elements of the coupling matrix in the canonical form is compared with the corresponding elements in the threshold level matrix to decide whether the coupling is significant or not. Sub-optimal controls are derived for each sub-system incorporating complete state of the sub-system and only those states from other sub-systems which are strongly interacting. A considerable saving in computation, as well as reduced hardware coat in terms of information transmission is achieved. The sub-optimal controller is derived for both constrained and unconstrained information structures. A few examples are given to illustrate the method.

ISSN:0020-7721    

DOI:10.1080/00207727508941839

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In this paper general classes of stochastic systems described by stochastic integrals of the Volterra type are considered. Existence and uniqueness of random solutions as well as stochastic stability criteria of the Popov frequency form are established. These frequency stability criteria relate not only to the linear system dynamics (or the kernel of the Volterra integral) of the system, but also to the characteristics of the additive and multiplicative random processes that govern the system.

ISSN:0020-7721    

DOI:10.1080/00207727508941840

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Numerical solutions of zero- and non-zero-sum differential games, available to date, are surveyed and evaluated. Alternative approximate iterative solutions for zero-sum differential games are proposed.

ISSN:0020-7721    

DOI:10.1080/00207727508941841

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor