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Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation - MaRDI portal

Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation (Q5453585)

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scientific article; zbMATH DE number 5256911
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Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation
scientific article; zbMATH DE number 5256911

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    Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation (English)
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    3 April 2008
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    linear quadratic differential game
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    saddle point
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    value of a game
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    Riccati differential equation
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    open loop and closed loop strategies
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    conjugate point
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    blow-up time
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