Adaptive non-cooperative differential games with a regulator
Speaker: 刘念博士，中关村实验室
Inviter: 穆义芬 副研究员
Title: Adaptive non-cooperative differential games with a regulator
Language: Chinese
Time & Venue: 2025.01.02 19:30-21:00 腾讯会议：745-527-299
Abstract: This talk considers linear-quadratic non-cooperative stochastic differential games with a regulator and analyzes the adaptive problem when the systems matrices are unknown to both the regulator and the players. This is a typical problem of game-based control systems (GBCS) introduced and studied recently, which have a hierarchical decision-making structure: there is a controller at the upper level acting as a global regulator, and the players at the lower level are assumed to play a dynamic game. The main purpose is to study how the adaptive strategies can be designed to make the GBCS globally stable and at the same time to ensure a Nash equilibrium reached by both the regulator and the players. Under some suitable conditions on the system matrices, it is shown that the closed-loop adaptive GBCS will be globally stable, and at the same time reach a Nash equilibrium by both the regulator and the players, where the adaptive strategies are constructed based on the least squares estimators, the switching method and the diminishing excitation.
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