Stochastic Nash games for multimodeling systems
Hiroaki Mukaidani, Vasile F. Drǎgan · 2009
In this paper, the linear quadratic infinite horizon Nash games for stochastic multimodeling systems (SMS) are discussed. After establishing the asymptotic structure of the solutions to the cross-coupled stochastic multimodeling algebraic Riccati equation (CSMARE), a parameter independent stochastic Nash strategy set is given on the basis of this structure. The degradation of the cost by means of the proposed strategy is also investigated. As another important feature, a new algorithm for solving the reduced-order CSMARE is derived. The numerical example for a multimachine power system is given to demonstrate the efficiency and feasibility of the proposed algorithm.