Nash Strategy for Multimodeling Systems

Abstract

In this paper, Nash strategy for multimodeling systems is considered. Compared with the existing results, it is shown that the near-optimal Nash strategy is given without non-singularlity assumptions for the fast subsystems. Furthermore, the asymptotic structure of the cross-coupled algebraic Riccati equations are established. Finally, a new near-optimal Nash strategy is obtained which does not depend on the values of the small parameters. It is proven that the near-optimal strategy can achieve a performance which is O(ε) close to the optimal performance.