Title :
On the Value of Two-person Zero-sum Linear Quadratic Differential Games
Author :
Zhang, Pingjian ; Deng, Huifang ; Xi, Jianqing
Author_Institution :
School Software Engineering, South China University of Technology, Guangzhou 510641, China
Abstract :
Considered in this paper are the two-person zero-sum linear quadratic differential games. It is shown that the value of the game exists if and only if both the upper value and lower value exist. As an consequence, we prove that another necessary and sufficient condition for the existence of the value of the game is the existence of an open loop-open loop saddle point. An example is also given where lower value exists but upper value does not exist.
Keywords :
Differential equations; Riccati equations; Robust control; Software engineering; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582240