Linear Quadratic Differential Games: Closed Loop Saddle Points

DOI10.1137/070696593MaRDI QIDQ3648559zbMATH OpenOpenAlexFDO

Authors Michel C. Delfour, Olivier dello Sbarba

Publication date 27 November 2009

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/070696593

zbMATH Keywords

integrable singularitieslinear quadratic differential gameopen loop and closed loop strategiesRiccati differential equationsaddle pointtwo personvalue of a gamezero sum

Mathematics Subject Classification ID

Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Dynamic games (91A25)

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Cited in

(15)

• Min-max game theory and non-standard differential Riccati equations under the singular estimate for \(e^{At}B\) and \(e^{At}G\) in the absence of analyticity
• Mean-field linear-quadratic stochastic differential games
• A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type
• Saddle-point equilibrium of quadratic differential game for singular bilinear systems
• Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
• Linear-quadratic differential games: from finite to infinite dimension
• scientific article; zbMATH DE number 3896705 (Why is no real title available?)
• Two-person zero-sum stochastic linear-quadratic differential games
• Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
• Some Results On Two-Person Zero-Sum Linear Quadratic Differential Games
• Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
• Linear dynamic games with polytope strategy sets
• Open-loop and closed-loop saddle points of infinite dimensional linear-quadratic stochastic differential games with Poisson jumps
• Discrete-time linear-quadratic dynamic games

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