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。
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. So the procedure is very simple and direct, and suitable for computer calculations. Numerical results show that the method is rational and effective.
出处
《控制与决策》
EI
CSCD
北大核心
2001年第4期443-446,451,共5页
Control and Decision
基金
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)
关键词
鞍点策略
数值算法
小波分析
线性二次微分对策
Algorithms
Approximation theory
Differential equations
Game theory
Numerical analysis
