Linear quadratic differential games with cheap control (Q1094343): Difference between revisions

The paper deals with a game in which the dynamics is described by the equation \(dx/dt=\) \(Ax+Bu+Dv\), \(x(0)=x_ 0\), \(y=Cx\) and the cost functional is \[ J_ q(u,v)=\int^{\infty}_{0}(y(t)'y(t)+q^{- 2}u(t)'u(t)-v(t)'v(t))dt. \] Here \(x\in R^ n\) is the state, \(u\in R^ m\) is the minimizing control, \(v\in R^ p\) is the maximizing control, \(y\in R^ s\) is the output and \(q>0\) is the control weighting parameter. Under suitable assumptions it is shown that the value of the game approaches zero for all \(x_ 0\in R^ n\) as the weighting parameter tends to infinity.