DocumentCode
821985
Title
Values and strategies for infinite time linear quadratic games
Author
Mageirou, Evangelos F.
Author_Institution
Harvard University, Cambridge, MA, USA
Volume
21
Issue
4
fYear
1976
fDate
8/1/1976 12:00:00 AM
Firstpage
547
Lastpage
550
Abstract
For a class of infinite time linear quadratic games it is shown that an appropriate solution of an algebraic Riccati type equation determines the value of the game but not necessarily any equilibrium strategies. In the case of nonexistence of equilibrium strategies, ε-optimal strategies are constructed through the solutions of a differential Riccati equation.
Keywords
Differential games; Linear systems, time-invariant continuous-time; Adaptive control; Adaptive systems; Control systems; Multidimensional systems; Notice of Violation; Observers; Programmable control; Stability; State estimation; System identification;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1976.1101291
Filename
1101291
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