Singular infinite horizon zero-sum linear-quadratic differential game: saddle-point equilibrium sequence

DOI10.3934/naco.2017001zbMath1357.49138OpenAlexW2590411976MaRDI QIDQ515156

Valery Y. Glizer, Oleg Kelis

Publication date: 13 March 2017

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2017001

zbMATH Keywords

asymptotic solutionperturbationregularizationcheap control gamegame valueinfinite horizon zero-sum differential gameRiccati matrix algebraic equationsaddle-point equilibriumsingular differential game

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games and control (49N70) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Perturbations in control/observation systems (93C73) Matrix equations and identities (15A24)

Related Items (3)

Finite-Horizon $$H_{\infty }$$ Control Problem with Singular Control Cost ⋮ Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays ⋮ Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances

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