| 线性二次微分对策鞍点策略的小波分析法 |
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| 引用本文： | 张成科,王行愚.线性二次微分对策鞍点策略的小波分析法[J].控制与决策,2001,16(4):443-446. |
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| 作者姓名： | 张成科 王行愚 |
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| 作者单位： | 1. 广东工业大学经济管理学院
2. 华东理工大学自动化研究所 |
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| 基金项目： | 高校博士学科点专项科研基金项目 ( 960 2 5 110 )，广东工业大学自选项目 ( 993 0 0 9) |
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| 摘 要： | 研究线性二次微分对策鞍点策略的数值求解问题，基于小波多尺度多分辨逼近特性，提出一种求解新方法。该方法将原问题转化为代数问题，算法简捷明了，适合于计算机求解。数值例子表明该方法是合理而可行的。
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| 关 键 词： | 鞍点策略 数值算法 小波分析 线性二次微分对策 |
| 文章编号： | 1001-0920(2001)04-0443-05 |
Analysis Method for Saddle-point Strategy of Linear-quadratic Differential Game via Wavelets |
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| ZHANG Cheng ke ,WANG Xing yu.Analysis Method for Saddle-point Strategy of Linear-quadratic Differential Game via Wavelets[J].Control and Decision,2001,16(4):443-446. |
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| Authors: | ZHANG Cheng ke WANG Xing yu |
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| Affiliation: | ZHANG Cheng ke 1,WANG Xing yu 2 |
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| Abstract: | The numerical problem for the saddle point strategy of linear quadratic differential game is studied. A new method is proposed based on the multi scale multi resolution approximation feature of wavelets. The new method changes the problem into algebraic equations. The procedure is very simple and direct, and suitable for calculation by computers. Numerical results show that the method is ra tional and effective. |
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| Keywords: | differential game saddle point strategy numerical algorithm wavelet analysis |
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