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非自治的二人微分博弈
引用本文:张芬,王源昌,雷丹.非自治的二人微分博弈[J].云南师范大学学报(自然科学版),2014(6):8-13.
作者姓名:张芬  王源昌  雷丹
作者单位:云南师范大学 数学学院,云南 昆明,650500
基金项目:国家自然科学基金资助项目
摘    要:基于最优控制理论刻画二人微分博弈.首先,引进最优控制的状态方程和性能指标;其次,利用(DGP)τ定义微分博弈状态方程和性能指标,并用双极值原理得到最优控制对的显示表达式;然后,用拟黎卡提方程和非自治的二人微分博弈相结合,并且说明用双极值得到的是最优策略存在且唯一;最后,给出实例分析.

关 键 词:最优控制  鞍点  最优策略  最大值原理  最小值原理

Two-person Differential Games with Nonautonomous
ZHANG Fen,WANG Yuan-chang,LEI Dan.Two-person Differential Games with Nonautonomous[J].Journal of Yunnan Normal University (Natural Sciences Edition),2014(6):8-13.
Authors:ZHANG Fen  WANG Yuan-chang  LEI Dan
Institution:ZHANG Fen;WANG Yuan-chang;LEI Dan;School of Mathematics,Yunnan Normal University;
Abstract:In this study,the two-person differential games with nonautonomous was described based on the optimal control theory. First of all,the equation of state and the performance index were introduced; Secondly, the differential games problem was denoted by using (DGP), and the representation of optimal control was obtained by using the maximum principle and minimum principle; Then, the so-called quasi-Riccati equation with the nonautonomous Two-Person differential was synthesized. Furthermore,we tested that using the maximum principle and minimum principle can prove that there exists a unique pair of optimal strategies. Finally,the example was analyzed.
Keywords:Optimal control  Saddle point  Optimal strategies  Maximum principle  Minimum principle
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