Analysis Method for Nash Strategy of Linear Time Variant Quadratic Differential Game via Wavelets (Ⅱ) -Convergence of the Wavelet Approximation Solution
线性时变二次微分对策Nash策略的小波分析法(Ⅱ)——小波逼近解的收敛性

This paper studies the convergence problem of the wavelet approximation analysis method. For Nash strategy of linear time variant quadratic differential game, we prove that the wavelet approximation solution of Nash strategy converge to the accurate solution. The order of error estimation is given based on the multi_scale multi_resolution approximation feature of wavelets.