Genetic algorithm for closed-loop equilibrium of high-order linear-quadratic dynamic games

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dc.citation.epage147en_US
dc.citation.issueNumber3en_US
dc.citation.spage139en_US
dc.citation.volumeNumber53en_US
dc.contributor.authorÖzyıldırım, S.en_US
dc.date.accessioned2016-02-08T10:37:26Z
dc.date.available2016-02-08T10:37:26Z
dc.date.issued2000en_US
dc.departmentDepartment of Managementen_US
dc.description.abstractIn this paper, we implement an adaptive search algorithm, genetic algorithm to derive closed-loop Nash equilibria for linear-quadratic dynamic games. The computation of these equilibria is quite difficult to deal with analytically and numerically. Our strategy is to search over all time-invariant strategies depending only on the current value of the state. Also provided are some evidences which show the success of the algorithm.en_US
dc.identifier.eissn1872-7166
dc.identifier.issn0378-4754
dc.identifier.urihttp://hdl.handle.net/11693/24996
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.source.titleMathematics and Computers in Simulationen_US
dc.subjectClosed-loop equilibriaen_US
dc.subjectGenetic algorithmen_US
dc.subjectLinear feedback ruleen_US
dc.titleGenetic algorithm for closed-loop equilibrium of high-order linear-quadratic dynamic gamesen_US
dc.typeArticleen_US

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