{"id":"https://openalex.org/W2760484826","doi":"https://doi.org/10.1142/s0219198917500256","title":"Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H\u221e-Constraint","display_name":"Differential Games for Weakly Coupled Large-Scale Linear Stochastic Systems with an H\u221e-Constraint","publication_year":2017,"publication_date":"2017-09-22","ids":{"openalex":"https://openalex.org/W2760484826","doi":"https://doi.org/10.1142/s0219198917500256","mag":"2760484826"},"language":"en","primary_location":{"id":"doi:10.1142/s0219198917500256","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219198917500256","pdf_url":null,"source":{"id":"https://openalex.org/S130757258","display_name":"International Game Theory Review","issn_l":"0219-1989","issn":["0219-1989","1793-6675"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Game Theory Review","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057193482","display_name":"Hiroaki Mukaidani","orcid":"https://orcid.org/0000-0001-6740-7102"},"institutions":[{"id":"https://openalex.org/I113306721","display_name":"Hiroshima University","ror":"https://ror.org/03t78wx29","country_code":"JP","type":"education","lineage":["https://openalex.org/I113306721"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hiroaki Mukaidani","raw_affiliation_strings":["Academy of Hiroshima University, Division of Science and Technology, Informatics Unit, Appointment: Graduate School of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima, 739-8527, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Academy of Hiroshima University, Division of Science and Technology, Informatics Unit, Appointment: Graduate School of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-Hiroshima, 739-8527, Japan","institution_ids":["https://openalex.org/I113306721"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049413017","display_name":"Hua Xu","orcid":"https://orcid.org/0000-0001-5478-6879"},"institutions":[{"id":"https://openalex.org/I114030911","display_name":"Otsuka (Japan)","ror":"https://ror.org/013k5y296","country_code":"JP","type":"company","lineage":["https://openalex.org/I114030911"]},{"id":"https://openalex.org/I146399215","display_name":"University of Tsukuba","ror":"https://ror.org/02956yf07","country_code":"JP","type":"education","lineage":["https://openalex.org/I146399215"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hua Xu","raw_affiliation_strings":["Graduate School of Business Sciences, The University of Tsukuba, 3-29-1, Otsuka, Bunkyo-ku, Tokyo, 112-0012, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business Sciences, The University of Tsukuba, 3-29-1, Otsuka, Bunkyo-ku, Tokyo, 112-0012, Japan","institution_ids":["https://openalex.org/I146399215","https://openalex.org/I114030911"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.18592273,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"20","issue":"01","first_page":"1750025","last_page":"1750025"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9846000075340271,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9846000075340271,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9772999882698059,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.9767000079154968,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.6776381731033325},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6149410605430603},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.566675066947937},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5550909042358398},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5528273582458496},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5380185842514038},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5062626600265503},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.4875945448875427},{"id":"https://openalex.org/keywords/differential","display_name":"Differential (mechanical device)","score":0.4528260827064514},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.42044830322265625},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.36429354548454285},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.33349329233169556},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.31347930431365967},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.2690851092338562},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.15512222051620483}],"concepts":[{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.6776381731033325},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6149410605430603},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.566675066947937},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5550909042358398},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5528273582458496},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5380185842514038},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5062626600265503},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.4875945448875427},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.4528260827064514},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.42044830322265625},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.36429354548454285},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.33349329233169556},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31347930431365967},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.2690851092338562},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.15512222051620483},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1142/s0219198917500256","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219198917500256","pdf_url":null,"source":{"id":"https://openalex.org/S130757258","display_name":"International Game Theory Review","issn_l":"0219-1989","issn":["0219-1989","1793-6675"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Game Theory Review","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:igtrxx:v:20:y:2018:i:01:n:s0219198917500256","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219198917500256","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334764","display_name":"Japan Society for the Promotion of Science","ror":"https://ror.org/00hhkn466"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1593496074","https://openalex.org/W1679267374","https://openalex.org/W2010123645","https://openalex.org/W2046553535","https://openalex.org/W2128439267","https://openalex.org/W4245696240"],"related_works":["https://openalex.org/W2519298499","https://openalex.org/W2123585262","https://openalex.org/W2937301577","https://openalex.org/W3081931655","https://openalex.org/W2062635734","https://openalex.org/W3176473605","https://openalex.org/W2367945514","https://openalex.org/W258802313","https://openalex.org/W2362984458","https://openalex.org/W2349539948"],"abstract_inverted_index":{"A":[0],"differential":[1,43],"game":[2],"approach":[3],"for":[4,17,27],"the":[5,28,62,80,83],"finite-horizon":[6],"stochastic":[7,41],"control":[8,32],"problem":[9],"with":[10],"an":[11,47],"[Formula:":[12],"see":[13],"text]-constraint":[14],"is":[15,59,65,69,76],"considered":[16],"a":[18,31,53,73],"class":[19],"of":[20,30,39,82],"large-scale":[21],"linear":[22],"systems.":[23],"First,":[24],"necessary":[25],"conditions":[26],"existence":[29],"strategy":[33,57],"set":[34,58],"are":[35],"established":[36],"by":[37],"means":[38],"cross-coupled":[40],"Riccati":[42],"equations":[44],"(CSRDEs).":[45],"Second,":[46],"efficient":[48],"design":[49,85],"method":[50],"to":[51,78],"obtain":[52],"reduced-order":[54],"parameter-independent":[55],"approximate":[56],"proposed.":[60],"Moreover,":[61],"performance":[63],"degradation":[64],"estimated.":[66],"Infinite-horizon":[67],"case":[68],"also":[70],"discussed.":[71],"Finally,":[72],"numerical":[74],"example":[75],"provided":[77],"demonstrate":[79],"effectiveness":[81],"proposed":[84],"scheme.":[86]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}