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العنوان
Study on riccati equation in the theory of continuous linear differential games /
المؤلف
Hashem, Ahmed Ebrahem El­Desoky.
هيئة الاعداد
باحث / احمد ابراهيم الدسوقي
مشرف / عادل عزمي ابادير
مشرف / ابراهيم عبدالله يونس
مشرف / احمد خليل النعناع
الموضوع
riccati equation.
تاريخ النشر
2003.
عدد الصفحات
97 p. ;
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
الرياضيات (المتنوعة)
تاريخ الإجازة
01/01/2002
مكان الإجازة
جامعة المنصورة - كلية العلوم - Mathematics department
الفهرس
Only 14 pages are availabe for public view

from 124

from 124

Abstract

Chapter 1: In the first part (see section (1,2)), we define the optimal control problem, Pontryagin minimum principal, linear optimal control problem, and types of control. In the second part (see section (1.3)), we introduce the definition and formulation of linear differential games, and we define and introduce the method of determining the Nash, the Min­Max, and the Stackelberg equilibrium solution of continuous linear quadratic differential game and deduce the formula of Riccati differential equation in each case. In the third part (see section (1.4)), we introduce some methods for solution of symmetric Riccati differential equations, and introduce some methods for solution of algebraic Riccati equations, and Lyapunov and Sylvester equations. Chapter 2: In the first part (see section (2.1)), we introduce the basic theorem of this chapter and deduce the sufficient conditions in one­player games. In the second part (see section (2.2)), we deduce the sufficient conditions in two­player games for Nash equilibrium solution and for Stackelberg equilibrium solution. In the third part (see section (2.3)), we deduce the sufficient conditions in three and four player games for Nash equilibrium solution and for Stackelberg equilibrium solution, and we generalize these results in two basic lemmas. Chapter 3: In the first part (see section (3.1)), we define the problem of parametric one­player game and introduce the definition of the Solvability set and study some topological properties of it. Then, we introduce the definition of the Stability set of the first kind and study some topological properties of it, and we introduce method for determination of the element of the stability set of the first kind and we present an example to state this method. In the second part (see section (3.2)), we define the problem of parametric two and three­player game and introduce the definition of the Solvability set and study some topological properties of it. Then, we introduce the definition of the Stability set of the first kind and study some topological properties of it Chapter 4: In the first part (see section (4.1)), we define the problem of parametric one­player game and introduce the definition of he set of feasible parameter and the Solvability set and study some topological properties of it. Then, we introduce the definition of the Stability set of the first kind and study some topological properties of it,. In the second part (see section (4.2)), we define the problem of parametric two and three­players game and introduce the definition of the Solvability set and study some topological properties of it. Then, we introduce the definition of the Stability set of the first kind and study some topological properties of it.