Title :
Values and strategies for infinite time linear quadratic games
Author :
Mageirou, Evangelos F.
Author_Institution :
Harvard University, Cambridge, MA, USA
fDate :
8/1/1976 12:00:00 AM
Abstract :
For a class of infinite time linear quadratic games it is shown that an appropriate solution of an algebraic Riccati type equation determines the value of the game but not necessarily any equilibrium strategies. In the case of nonexistence of equilibrium strategies, ε-optimal strategies are constructed through the solutions of a differential Riccati equation.
Keywords :
Differential games; Linear systems, time-invariant continuous-time; Adaptive control; Adaptive systems; Control systems; Multidimensional systems; Notice of Violation; Observers; Programmable control; Stability; State estimation; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101291
