Robust equilibria in indefinite linear-quadratic differential games (Q597192): Difference between revisions

The object of this investigation are robust equilibria in dynamic games. The authors formulate equilibria in which the players are looking for robustness and take model uncertainty explicitly into account in their decisions. Specifically, they consider feedback Nash equilibria in indefinite linear-quadratic differential games on an infinite time horizon. Model uncertainty is represented by a malovelent input which is subject to a cost penalty or to a direct bound. Moreover they derive conditions for the existence of robust equilibria in terms of solutions of sets of algebraic Riccati equations.