Abstract
For interconnected systems with slow and fast modes, we analyze a multimodel design of a Nash equilibrium strategy. Decision makers use different models of the same system to obtain a composite strategy that approximates the exact Nash strategy. It is discussed in what sense this approximation holds.
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Communicated by Y. C. Ho
This work was supported by the Department of Energy, Electrical Energy Systems Division, under Contract No. EX-76-C-01-2088. The author wishes to thank Professor P. V. Kokotovic for his helpful suggestions in the course of this work.
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Khalil, H.K. Multimodel design of a Nash strategy. J Optim Theory Appl 31, 553–564 (1980). https://doi.org/10.1007/BF00934477
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DOI: https://doi.org/10.1007/BF00934477