Robust Analysis Of Quantitative Differential Games

Differential game is a game theory describes the phenomenon or regularities by using differential Equations. According to the pay-off functions, the differential games are divided into two categories:quantitative differential game and qualitative differential game. In accordance the information structure, each kind of differential game is classified into fixed type differential game and random differential game. This paper will focus on the quantitative differential game with fixed type information structure. The main content will be presented as follows:(1) For an investment decision, the reasonable molding is a good method. Under the assumption that security price will bound uncertainly, this paper studies a investment decision problem with the worst-ease optimization method. According to the differential game model of some papers. Firstly, the saddle point of the model will be analyzed by the theory of differential games. Then, the differential game will be solved by using max-min principle. Finally, the optimal strategies of investor are obtained.(2) The N-player differential game of nonlinear system, which is based on the thought of T-S fuzzy modeling, has been translated into many linear subsystems.(3) Major parameters of random interference and differential games model itself does not determine that each of the two types of uncertainty given its robust game problem, and gives its corresponding solutions. At the same time there would be a model for two linear differential games with uncertain parameters problem did a simulation study from the results we can see the robust.