Linear Quadratic Differential Games: An Overview

DOI10.1007/978-0-8176-4834-3_3MaRDI QIDQ3646702zbMATH OpenOpenAlexFDO

Authors J. C. Engwerda

Publication date 27 November 2009

Published in Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-4834-3_3

zbMATH Keywords

affine systemslinear-quadratic differential gamesRiccati equationssolvability conditions

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10) Differential games and control (49N70) Applications of optimal control and differential games (49N90) Differential games (aspects of game theory) (91A23)

Recommendations

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Cites work

• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
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• A result on output feedback linear quadratic control
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• Dynamic modelling of monetary and fiscal cooperation among nations
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Cited in

(8)

• Linear quadratic differential games with cheap control
• Stability of feedback solutions for infinite horizon noncooperative differential games
• scientific article; zbMATH DE number 3918139 (Why is no real title available?)
• scientific article; zbMATH DE number 3954689 (Why is no real title available?)
• scientific article; zbMATH DE number 805066 (Why is no real title available?)
• Two-person zero-sum stochastic linear-quadratic differential games
• scientific article; zbMATH DE number 5172382 (Why is no real title available?)
• Cooperative linear quadratic differential games for uncertain systems with conservative players

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