Discrete-time linear-quadratic dynamic games

DOI10.1007/s10957-010-9661-xzbMath1200.91045OpenAlexW2069199044MaRDI QIDQ711706

Meir Pachter, Khanh D. Pham

Publication date: 27 October 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9661-x

zbMATH Keywords

disturbance rejectiondiscrete-time linear-quadratic dynamic games

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Applications of game theory (91A80) Linear-quadratic optimal control problems (49N10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Dynamic games (91A25)

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Cites Work

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• The Riccati equation
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• The Schur complement and its applications
• The LQG Game Against Nature
• Linear Quadratic Differential Games: Closed Loop Saddle Points
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• Unnamed Item