Riccati equations in disturbed linear quadratic differential games

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.