Robust strategies for Nash linear quadratic games under uncertain dynamics

Deals with the design of feedback strategies for a class of N-players linear quadratic differential games. We assume that no player knows precisely the model of the game and that each player has a different “idea” concerning the model of the game itself; this approach is captured assuming that each player models the state equation with a system affected by uncertainties and the uncertain models are different to each other. The proposed strategies guarantee to each player a given performance bound and, to be evaluated, require the solution of N coupled Riccati differential equations containing certain multiplier functions