Title :
Infinite time linear quadratic differential games for singular systems
Author :
Wu, Tongxin ; Feng, Jun-e ; Zhang, Lequn ; Man, Hui
Author_Institution :
Sch. of Math., Shandong Univ., Jinan, China
Abstract :
This paper deals with the problem of infinite time linear quadratic differential games for singular systems, including nonzero-sum case and zero-sum case. Considering the admissibility of singular systems, two theorems about the differential games are obtained, which provide the optimal strategies and the optimal cost functions via some coupled equations. Finally, two numerical examples are given to illustrate the effectiveness of the results.
Keywords :
differential games; linear quadratic control; infinite time linear quadratic differential games; nonzero-sum case; optimal cost functions; optimal strategies; singular systems; zero-sum case; Cost function; Equations; Games; Nash equilibrium; Symmetric matrices; Differential games; admissibility; linear quadratic; optimal cost functions; optimal strategies;
Conference_Titel :
Control and Decision Conference (CCDC), 2012 24th Chinese
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4577-2073-4
DOI :
10.1109/CCDC.2012.6242923