A matrix approach to modeling and optimization for dynamic games with random entrance

This paper investigates the algebraic formulation and optimization control for a class of dynamic games with random entrance by using the semi-tensor product method, and presents a number of new results. First, the given dynamic game is considered as a kind of networked evolutionary games with switch networks, based on which, it is formulated as a Markov processes to analyze. Second, using receding horizon control method, the given game’s optimization problem is solved by a state feedback controller, when the major player is considered as a control. Finally, an illustrative example is studied to support our new results.