The singular zero-sum differential game with stability using H_ control theory
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Publication:806696
The author considers the zero-sum game with dynamics \(\dot x=Ax+Bu+Ew\), \(z=Cx+Du\) and a quadratic cost functional, where the players may choose closed-loop controls u(x) resp. w(x) in certain function spaces. He finds necessary as well as sufficient conditions for the existence of an almost equilibrium in terms of solvability (and rank) of a certain matrix inequality of Riccati type.
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Cites work
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Cited in
(12)- Asymptotic solution of zero-sum linear-quadratic differential game with cheap control for minimizer
- Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise
- Singular linear-quadratic zero-sum differential games and \(H_\infty\) control problems. Regularization approach
- Complete Solution of a Differential Game with Linear Dynamics and Bounded Controls
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- Convexity in Zero-Sum Differential Games
- Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays
- Zero-sum games and \({H_\infty}\) control for discrete-time stochastic singular systems
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- Singular infinite horizon zero-sum linear-quadratic differential game: saddle-point equilibrium sequence
- SOLUTION OF A SINGULAR ZERO-SUM LINEAR-QUADRATIC DIFFERENTIAL GAME BY REGULARIZATION
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