Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation
DOI10.1137/050639089zbMATH Open1140.91025OpenAlexW1994999662WikidataQ115247178 ScholiaQ115247178MaRDI QIDQ5453585FDOQ5453585
Publication date: 3 April 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050639089
Recommendations
- Two-person zero-sum stochastic linear-quadratic differential games
- Linear Quadratic Differential Games: Closed Loop Saddle Points
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Some Results On Two-Person Zero-Sum Linear Quadratic Differential Games
- An open loop saddle point on linear quadratic stochastic differential games
blow-up timeconjugate pointsaddle pointRiccati differential equationvalue of a gamelinear quadratic differential gameopen loop and closed loop strategies
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Dynamic games (91A25)
Cited In (15)
- Saddle-point equilibrium of quadratic differential game for singular bilinear systems
- Complete Solution of a Differential Game with Linear Dynamics and Bounded Controls
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games
- On the robustness of Riccati flows to complete model misspecification
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
- Title not available (Why is that?)
- Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
- Perturbations and projections of Kalman-Bucy semigroups
- Some Results On Two-Person Zero-Sum Linear Quadratic Differential Games
- Mean-field linear-quadratic stochastic differential games
- Linear Quadratic Differential Games: Closed Loop Saddle Points
- A low-rank solution method for Riccati equations with indefinite quadratic terms
- Title not available (Why is that?)
This page was built for publication: Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453585)