Applied Mathematics and Mechanics (English Edition) ›› 2006, Vol. 27 ›› Issue (3): 341-346 .doi: https://doi.org/10.1007/s10483-006-0309-y

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NUMERICAL METHOD BASED ON HAMILTON SYSTEM AND SYMPLECTIC ALGORITHM TO DIFFERENTIAL GAMES

XU Zi-xiang, ZHOU De-yun, DENG Zi-chen   

    1. School of Electron and Information, Northwestern Polytechnical University, Xi'an 710072, P. R. China;
    2. Department of Engineering Mechanics, Northwestern Polytechnical University, Xi'an 710072, P. R. China
  • Received:2004-11-23 Revised:2005-11-15 Online:2006-03-18 Published:2006-03-18
  • Contact: XU Zi-xiang

Abstract: The resolution of differential games often concerns the difficult problem of two points border value (TPBV), then ascribe linear quadratic differential game to Hamilton system. To Hamilton system, the algorithm of symplectic geometry has the merits of being able to copy the dynamic structure of Hamilton system and keep the measure of phase plane. From the viewpoint of Hamilton system, the symplectic characters of linear quadratic differential game were probed; as a try, Symplectic-Runge-Kutta algorithm was presented for the resolution of infinite horizon linear quadratic differential game. An example of numerical calculation was given, and the result can illuminate the feasibility of this method. At the same time,it embodies the fine conservation characteristics of symplectic algorithm to system energy.

Key words: linear quadratic, differential game, Hamilton system, algorithm of symplectic geometry

2010 MSC Number: 

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