Linear stationary quadratic games

1 December 1972

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

Vol. 11, 193-197
https://doi.org/10.1109/cdc.1972.268980

Abstract

Necessary and sufficient conditions for the existence of solutions to linear quadratic games (considered as Two Point Boundary Values Problems) over an infinite interval are presented. The conditions are sufficient for the existence of solntions over a finite interval. An algorithmic procedure is developed which permits assessment of the conditions and, if a solution exists, provides the optimal policy function for each player for the infinite interval game.

Keywords

RICCATI EQUATIONS
SUFFICIENT CONDITIONS
OPTIMAL CONTROL
FREQUENCY
STABILITY
AIRCRAFT
INTEGRAL EQUATIONS
COST FUNCTION
GAME THEORY
CONTROL SYSTEMS

This publication has 2 references indexed in Scilit:

Least squares stationary optimal control and the algebraic Riccati equation
IEEE Transactions on Automatic Control, 1971
Differential games and optimal pursuit-evasion strategies
IEEE Transactions on Automatic Control, 1965