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Singular linear quadratic differential games with bounds on control (1983)

Forouhar, K. ; Gibson, S. J. ; Leondes, C. T.

Springer

Journal of optimization theory and applications 41 (1983), S. 341-348

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ISSN: 1573-2878

Keywords: Zero-sum differential games ; singular arcs ; saddle points

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract A class of two-persons zero-sum differential games with the possibility of singular arcs is considered. Under some assumptions, a sufficient condition for the existence of a saddle-point solution is derived. In this approach, the properties of convexity and concavity of the performance index are used to find the sufficient condition. It is observed that, unlike total singularity, the occurrence of partially singular arcs does not cause any problems for the existence of a unique saddle-point solution.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00935229

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