Title :
Linear stationary quadratic games
Author_Institution :
Hughes Aircraft Company, Fullerton, California
Abstract :
Necessary and sufficient conditions for the existence of solutions to linear quadratic games (considered as Two Point Boundary Values Problems) over an infinite interval are presented. The conditions are sufficient for the existence of solntions over a finite interval. An algorithmic procedure is developed which permits assessment of the conditions and, if a solution exists, provides the optimal policy function for each player for the infinite interval game.
Keywords :
Aircraft; Control systems; Cost function; Frequency; Game theory; Integral equations; Optimal control; Riccati equations; Stability; Sufficient conditions;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.268980
