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
Contributeur : Jean-Luc Gouzé
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Soumis le : mercredi 14 octobre 2015 - 14:37:29
Dernière modification le : jeudi 22 novembre 2018 - 15:04:54
Document(s) archivé(s) le : jeudi 27 avril 2017 - 04:51:08
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〉
