Nash Games for Multiparameter Singularly Perturbed Systems with Uncertain Small Singular Perturbation Parameters

Abstract

In this paper, the linear quadratic Nash games for infinite horizon multiparameter singularly perturbed systems with uncertain singular perturbation parameters are discussed. The main contribution is that a construction of high-order approximations to a strategy that guarantees a desired performance level on the basis of the successive approximation is proposed. It is newly shown that the proposed high-order approximate strategy improves the cost performance. © 2005, The Institute of Electrical and Electronics Engineers, Inc. All rights reserved.