Guaranteeing cost strategies for linear quadratic differential games under uncertain dynamics

DOI10.1016/S0005-1098(01)00224-2zbMath1006.91018MaRDI QIDQ5960321

Massimiliano Mattei, Francesco Amato, Alfredo Pironti

Publication date: 12 March 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

differential gamesRiccati equationsuncertain dynamics

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Differential games (aspects of game theory) (91A23)

Related Items (10)

Parametric approximate optimal control of uncertain differential game with application to counter terror ⋮ Robust output Nash strategies based on sliding mode observation in a two-player differential game ⋮ Application of a multiplier method to uncertain Lur'e-like systems ⋮ Robust time-optimal guidance in a partially uncertain time-varying flow-field ⋮ Some results on guaranteeing cost strategies: full-block multipliers and fictitious games ⋮ Bounded Nash type controls for uncertain linear systems ⋮ Quasi-equilibrium in LQ differential games with bounded uncertain disturbances: robust and adaptive strategies with pre-identification via sliding mode technique ⋮ Budget balancing in a two-dimensional macroeconomic model ⋮ Guaranteeing cost strategies for infinite horizon difference games with uncertain dynamics ⋮ ε-Equilibrium in LQ differential games with bounded uncertain disturbances: robustness of standard strategies and new strategies with adaptation

Uses Software

• Optimization Toolbox

Cites Work

• Unnamed Item
• Dynamic noncooperative game theory
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Robust H/sub infinity / control for linear systems with norm-bounded time-varying uncertainty
• Values and strategies for infinite time linear quadratic games
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Robust H infinity suboptimal and guaranteed cost state feedbacks as solutions to linear-quadratic dynamic games under uncertainty

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