Guaranteeing cost strategies for linear quadratic differential games under uncertain dynamics (Q5960321)

This paper investigates linear quadratic zero sum differential games. The main specification of the present work consists in the fact that both player do not know exactly the state equation (each of them having a different approximation of it). Solving suitable differential Riccati equations (on algebraic equation in the infinite horizon case), the main results says that each player choosing ``optimal strategies'' can guarantee a given level of performance. An illustration of the proposed approached is discussed up to numerical approximations.