International Federation of Automatic Control
3rd IFAC SYMPOSIUM on SYSTEM, STRUCTURE and CONTROL
Foz do Iguassu, Brazil October 17th - 19th, 2007
| International Federation of Automatic Control | |
Session FM3: Linear Systems IIIChair: Elena de Santis - Italy Co-chair: Henri Bourlès - France Room: Santiago 2007-10-19 From 10:00 to 12:00 | |
| Discrete-Time Riccati Equations in Open-Loop Stackelberg Games with Time Preference Rates M. Jungers Contact: Marc Jungers - France | |
| 10:00-10:20 | |
| Abstract: | |
| In this paper the Discrete-Time Riccati Equations in Open-loop Linear-Quadratic Stackelberg Games are studied. In the extended case of games including time preference rates into criteria of the players, it is pointed out that a matrix pencil is characteristic of these Discrete-Time Riccati Equations. A property of the distribution of the characteristic matrix pencil eigenvalues is studied. An approach using deflating subspace of matrix pencil helps to solve the discrete-time Riccati equations. An example illustrates the main result. Copyright © 2007 IFAC. | |