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Linear Quadratic Zero-Sum Two-Person Differential Games
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.
Cited literature [9 references]
https://hal.inria.fr/hal-01215550
Contributor : Jean-Luc Gouzé <>
Submitted on : Wednesday, October 14, 2015 - 2:37:29 PM
Last modification on : Wednesday, December 9, 2020 - 3:06:25 PM
Long-term archiving on: : Thursday, April 27, 2017 - 4:51:08 AM
Contributor : Jean-Luc Gouzé <>
Submitted on : Wednesday, October 14, 2015 - 2:37:29 PM
Last modification on : Wednesday, December 9, 2020 - 3:06:25 PM
Long-term archiving on: : Thursday, April 27, 2017 - 4:51:08 AM
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