In this paper the notion of doublyinvariant (DI) equilibrium is introduced. The concept extends controlled and robustlycontrolled invariance notions to the context of two-person dynamic games. Each player tries to keep the state in a region of state space independently of the actions of the rival player. The paper gives existence conditions, criteria and algorithms for the determination of DI equilibria of linear dynamic games in discrete time. Two examples illustrate the results. The 3rst one is in the area of fault-tolerant controller synthesis. The second is an application to macroeconomics.
Doubly invariant equilibria of linear discrete-time games
DE SANTIS, Elena
2002-01-01
Abstract
In this paper the notion of doublyinvariant (DI) equilibrium is introduced. The concept extends controlled and robustlycontrolled invariance notions to the context of two-person dynamic games. Each player tries to keep the state in a region of state space independently of the actions of the rival player. The paper gives existence conditions, criteria and algorithms for the determination of DI equilibria of linear dynamic games in discrete time. Two examples illustrate the results. The 3rst one is in the area of fault-tolerant controller synthesis. The second is an application to macroeconomics.File in questo prodotto:
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