The regular convex cooperative linear quadratic control problem

DOI10.1016/J.AUTOMATICA.2008.01.022zbMath1153.49031OpenAlexW2021879117MaRDI QIDQ999070

Jacob Christiaan Engwerda

Publication date: 30 January 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.01.022

zbMATH Keywords

Riccati equationsPareto frontiercooperative differential gameslinear-quadratic theory

Mathematics Subject Classification ID

Cooperative games (91A12) Linear-quadratic optimal control problems (49N10)

Related Items (14)

Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon ⋮ Infinite horizon linear quadratic Pareto game of the stochastic singular systems ⋮ Stackelberg strategies for stochastic systems with multiple followers ⋮ The Regular Indefinite Linear Quadratic Optimal Control Problem: Stabilizable Case ⋮ Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game ⋮ Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games ⋮ Linear quadratic Pareto optimal control problem of stochastic singular systems ⋮ Debt stabilization games in the presence of risk premia ⋮ Pareto optimality in infinite horizon linear quadratic differential games ⋮ Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon ⋮ Linear quadratic Pareto game of the stochastic systems in infinite horizon ⋮ Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon ⋮ Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game ⋮ Min-max robust control in LQ-differential games

Cites Work

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• The Riccati equation
• The time-invariant linear-quadratic optimal control problem
• Subgame consistent solutions of a cooperative stochastic differential game with nontransferable payoffs
• A general sufficiency theorem for the second variation
• Systems of Inequalities Involving Convex Functions
• The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
• Nonnegativity of a Quadratic Functional

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