Abstract : As in optimal control theory, linear quadratic (LQ) differential games (DG) can be solved, even in high dimension, via a Riccati equation. However, contrary to the control case, existence of the solution of the Riccati equation is not necessary for the existence of a closed-loop saddle point. One may " survive " a particular, non generic, type of conjugate point. An important application of LQDG's is the so-called H∞-optimal control, appearing in the theory of robust control.
https://hal.inria.fr/hal-01215550 Contributor : Jean-Luc GouzéConnect in order to contact the contributor Submitted on : Wednesday, October 14, 2015 - 2:37:29 PM Last modification on : Saturday, June 25, 2022 - 11:17:01 PM Long-term archiving on: : Thursday, April 27, 2017 - 4:51:08 AM
Pierre Bernhard. Linear Quadratic Zero-Sum Two-Person Differential Games. Encyclopaedia of Systems and Control, Springer-Verlag, pp.6, 2015, ⟨10.1007/978-1-4471-5102-9_29-1⟩. ⟨hal-01215550⟩