DocumentCode :
824171
Title :
On values and strategies for infinite-time linear quadratic games
Author :
Jacobson, D.H.
Author_Institution :
National Research Institute for Mathematical Sciences, Pretoria, South Africa
Volume :
22
Issue :
3
fYear :
1977
fDate :
6/1/1977 12:00:00 AM
Firstpage :
490
Lastpage :
491
Abstract :
In a recent short paper, Mageirou [1] showed that for infinite-time linear quadratic games an appropriate solution of an algebraic Riccati-type equation determines the value of the game but not necessarily equilibrium strategies. In this note we show that a solution of the algebraic Riccati equation does determine equilibrium strategies if the class of admissible strategies is appropriately defined.
Keywords :
Differential games; Linear systems, time-invariant continuous-time; Africa; Automatic control; Controllability; Councils; Differential equations; H infinity control; Jacobian matrices; Linear systems; Riccati equations; Symmetric matrices;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1977.1101515
Filename :
1101515
Link To Document :
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