Syntheses of differential games and pseudo-Riccati equations (Q1608790)
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English | Syntheses of differential games and pseudo-Riccati equations |
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Syntheses of differential games and pseudo-Riccati equations (English)
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13 August 2002
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For differential games such as linear dynamical systems with nonquadratic payoff functionals it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution. For differential game problems of Mayer type, the existence of a regular solution is proved under certain assumptions. Its constructive expression can be found by solving an algebraic equation with time parameter.
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dynamical systems with non-quadratic payoff functionals
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differential games
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pseudo-Riccati equation
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