Linear Quadratic Differential Games: Closed Loop Saddle Points

DOI10.1137/070696593zbMath1180.91014OpenAlexW2070866329MaRDI QIDQ3648559

Michel C. Delfour, Olivier dello Sbarba

Publication date: 27 November 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070696593

zbMATH Keywords

saddle pointRiccati differential equationintegrable singularitiesvalue of a gamelinear quadratic differential gamezero sumtwo personopen loop and closed loop strategies

Mathematics Subject Classification ID

Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Dynamic games (91A25)

Related Items (6)

Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games ⋮ Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon ⋮ Discrete-time linear-quadratic dynamic games ⋮ Mean-field linear-quadratic stochastic differential games ⋮ Min-max game theory and non-standard differential Riccati equations under the singular estimate for \(e^{At}B\) and \(e^{At}G\) in the absence of analyticity ⋮ Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games

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