DocumentCode
706925
Title
Riccati equations in disturbed linear quadratic differential games
Author
Jank, Gerhard ; Kun, Gabor
Author_Institution
Lehrstuhl II fur Math., RWTH Aachen, Aachen, Germany
fYear
1999
fDate
Aug. 31 1999-Sept. 3 1999
Firstpage
3493
Lastpage
3498
Abstract
We examine disturbed linear quadratic differential games, where each player chooses his strategy according to the definition of a Nash/worst-case equilibrium. We derive sufficient conditions for the equilibrium strategies and we also give formulae for the optimal controls using solutions of Riccati differential equations. In a special case, where the Nash/worst-case equilibrium exists uniquely, we give necessary and sufficient condition for the control functions in equilibrium.
Keywords
Riccati equations; game theory; linear quadratic control; open loop systems; Nash equilibrium; Riccati differential equation; control function; disturbed linear quadratic differential games; necessary condition; optimal control; sufficient condition; worst-case equilibrium; Bismuth; Electronic mail; Facsimile; Games; Mathematical model; Optimal control; Trajectory; Linear quadratic differential games; Nash equilibrium; Riccati differential equation; disturbation; minimax-strategy;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1999 European
Conference_Location
Karlsruhe
Print_ISBN
978-3-9524173-5-5
Type
conf
Filename
7099870
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