Nash equilibrium and bang-bang property for the non-zero-sum differential game of multi-player uncertain systems with Hurwicz criterion

Abstract

How to select the optimisation criterion of the performance function is a pivotal research topic for the uncertain differential game. The Hurwicz criterion is a flexible optimisation measure to allocate some weight between optimism and pessimism to achieve balance for both of them. Based on uncertainty theory, this paper considers the Nash equilibrium and bang-bang property for the multi-player non-zero-sum uncertain differential game model by applying the Hurwicz criterion to optimise the performance function. To coordinate onto the Nash equilibrium, an equilibrium equation is derived. In addition, the application of bang-bang optimal control in the multi-player game problem of the uncertain linear system is investigated. Finally, an example is shown to validate the results obtained.