An equivalence result in linear-quadratic theory

DOI10.1016/S0005-1098(02)00228-5zbMath1011.93109MaRDI QIDQ1869290

W. A. van den Broek, Jacob Christiaan Engwerda, Johannes M. Schumacher

Publication date: 9 April 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

differential gamesalgebraic Riccati equationsLQ theoryLQG theory

Mathematics Subject Classification ID

Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (3)

The (multi-player) linear quadratic state feedback control problem for index one descriptor systems ⋮ Algorithms for computing Nash equilibria in deterministic LQ games ⋮ A result on output feedback linear quadratic control

Cites Work

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• The time-invariant linear-quadratic optimal control problem
• Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear-quadratic differential games
• Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
• Values and strategies for infinite time linear quadratic games
• The LQ controller synthesis problem
• Extensions of quadratic minimization theory II. Infinite time results

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