A Series Solution to the Nash Strategy for Large Scale Interconnected Systems

Abstract

Optimum control of a linear large scale dynamic system is formulated as a game problem using individual subsystem quadratic cost functions and an overall Nash solution strategy. Computational complexities of the exact solution for large systems are overcome by a parametric series solution based on ϵ-coupling. Computational virtues of this approach are noted, and the relation of the approximate and exact solutions is examined.