Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation

DOI10.1137/050639089MaRDI QIDQ5453585zbMATH OpenOpenAlexWikidataFDO

Authors Michel C. Delfour

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

zbMATH Keywords

blow-up timeconjugate pointsaddle pointRiccati differential equationvalue of a gamelinear quadratic differential gameopen loop and closed loop strategies

Mathematics Subject Classification ID

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

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Cited in

(16)

• scientific article; zbMATH DE number 805066 (Why is no real title available?)
• Saddle-point equilibrium of quadratic differential game for singular bilinear systems
• Complete Solution of a Differential Game with Linear Dynamics and Bounded Controls
• On the robustness of Riccati flows to complete model misspecification
• Linear-quadratic differential games: from finite to infinite dimension
• 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
• scientific article; zbMATH DE number 5172382 (Why is no real title available?)
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• Perturbations and projections of Kalman-Bucy semigroups
• Two-person zero-sum stochastic linear-quadratic differential games
• 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

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