Linear Quadratic Differential Games: Closed Loop Saddle Points
نویسندگان
چکیده
منابع مشابه
Linear Quadratic Differential Games: Closed Loop Saddle Points
The object of this paper is to revisit the results of P. Bernhard (J. Optim. Theory Appl. 27 (1979), 51–69) on two-person zero-sum linear quadratic differential games and generalize them to utility functions without positivity assumptions on the matrices acting on the state variable and to linear dynamics with bounded measurable data matrices. The paper specializes to state feedback via Lebesgu...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2009
ISSN: 0363-0129,1095-7138
DOI: 10.1137/070696593