PENYELESAIAN PERMAINAN STACKELBERG LINGKAR TERBUKA DINAMIS LINEAR KUADRATIK KONTINU
In this thesis open loop Stackelberg game of dynamic linear quadratic continuous is discussed. Stackelberg game is a game where there is a player who acts as leader and other player as a follower. Player who allowed select his or her strategy firstly called the leader and the player who selects his...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Theses and Dissertations NonPeerReviewed |
| منشور في: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/99086/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55208 |
| الوسوم: |
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| المؤسسة: | Universitas Gadjah Mada |
| الملخص: | In this thesis open loop Stackelberg game of dynamic linear quadratic
continuous is discussed. Stackelberg game is a game where there is a player who
acts as leader and other player as a follower. Player who allowed select his or her
strategy firstly called the leader and the player who selects his or her strategy
secondly called a follower.
It will be derived a necessary condition for the optimal solution to find the
leader and follower Stackelberg equilibrium strategy. The method that used in
finding the optimal solution is the optimal solution of the control problem for
continuous time is performing partial derivative of the Hamiltonian function to
state variable, costate variable and control by each player.
It further will be derived the Riccati equations. It will be considered the
relationship between the Riccati equation with the optimal control of the leader
and follower, its means if the Riccati equation solution exists, then costate
variable in optimal control for each player can be expressed in form of the Riccati
equation solution. |
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