Asymptotic solution of zero-sum linear-quadratic differential game with cheap control for minimizer
The author consideres a zero-sum differential game, where the state variables obey a system of linear differential equations and the cost functional is quadratic in the state variables and the control variables of both players. The control variables of the player who minimizes the cost functional are weighted by a small parameter \(\varepsilon>0\). The asymptotic solution for this problem is established and proved. An example is given which illustrates the general results.
scientific article; zbMATH DE number 1508203