Title data
Baumann, Michael Heinrich ; Stieler, Marleen:
Noncooperative Model Predictive Control.
2018
Event: International Conference on Optimization and Decision Science ODS 2018 :
XLVIII Annual Meeting of AIROItalian Operations Research Society
, 10.13. September 2018
, Taormina, Italien.
(Conference item: Conference
,
Speech
)
Related URLs
Project information
Project title: 



Project financing: 
Deutsche Forschungsgemeinschaft 
Abstract in another language
Nash strategies are a natural solution concept in noncooperative game theory because of their ’stable’ nature: If the other players stick to the Nash strategy it is never beneficial for one player to unilaterally change his or her strategy. In this sense, Nash strategies are the only reliable strategies.
The idea to perform and analyze Model Predictive Control based on Nash strategies instead of optimal control sequences is appealing because it allows for a systematic handling of noncooper ative games, which are played in a receding horizon manner. However, existence and structure of Nash strategies heavily depend on the specific game under consideration. This is in contrast to solution concepts such as usual optimality and Pareto optimality, in which one can state very general existence results or, in the case of Pareto optima, one knows that they are to be found on the ’lower left’ boundary of the set of admissible values in the value space. Moreover, the calculation of Nash strategies is, in general, a very difficult task.
In this talk we present a class of games for which the closedloop trajectory of the Nashbased MPC scheme converges to an equilibrium of the system. This equilibrium turns out to be a Paretooptimal steady state, i.e. a Paretooptimal solution to the multiobjective problem of minimizing all players’ stage costs restricted to the set of equilibria. We furthermore investigate the relation between the closed loop and openloop Nash strategies on the infinite horizon in terms of the trajectories as well as of the performance.
Further data
Item Type:  Conference item (Speech) 

Refereed:  Yes 
Institutions of the University:  Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Profile Fields Profile Fields > Advanced Fields Profile Fields > Advanced Fields > Nonlinear Dynamics Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS) 
Result of work at the UBT:  Yes 
DDC Subjects:  300 Social sciences > 330 Economics 500 Science > 510 Mathematics 
Date Deposited:  14 Jan 2019 15:59 
Last Modified:  14 Jan 2019 15:59 
URI:  https://eref.unibayreuth.de/id/eprint/46920 