Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation (Q5453585)

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scientific article; zbMATH DE number 5256911
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    Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation
    scientific article; zbMATH DE number 5256911

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      Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation (English)
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      3 April 2008
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      linear quadratic differential game
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      saddle point
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      value of a game
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      Riccati differential equation
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      open loop and closed loop strategies
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      conjugate point
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      blow-up time
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