Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation

DOI10.1137/050639089zbMath1140.91025OpenAlexW1994999662WikidataQ115247178 ScholiaQ115247178MaRDI QIDQ5453585

Michel C. Delfour

Publication date: 3 April 2008

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

Full work available at URL: https://doi.org/10.1137/050639089

zbMATH Keywords

saddle pointconjugate pointblow-up timeRiccati differential equationvalue of a gamelinear quadratic differential gameopen 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)

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Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games ⋮ Parametric approximate optimal control of uncertain differential game with application to counter terror ⋮ Perturbations and projections of Kalman-Bucy semigroups ⋮ A low-rank solution method for Riccati equations with indefinite quadratic terms ⋮ Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon ⋮ On the robustness of Riccati flows to complete model misspecification ⋮ Mean-field linear-quadratic stochastic differential games ⋮ Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games

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