Infinite Time Linear Quadratic Differential Games for Singular Systems

摘要：

This paper deals with the problem of infinite time linear quadratic differential games for singular systems, including nonzero-sum case and zero-sum case. Considering the admissibility of singular systems, two theorems about the differential games are obtained, which provide the optimal strategies and the optimal cost functions via some coupled equations. Finally, two numerical examples are given to illustrate the effectiveness of the results.

关键词： Differential games linear quadratic admissibility optimal strategies optimal cost functions

作者: Tongxin Wu Jun-e Feng Lequn Zhang Hui Man

作者单位: School of Mathematics, Shandong University, Jinan, 250100

会议类型: 国际会议

会议名称: The 24th Chinese Control and Decision Conference (第24届中国控制与决策学术年会 2012 CCDC)

会议地点: 太原

会议语种:英文

页码: 57-62

在线出版日期: 2012-05-23（万方平台首次上网日期，不代表论文的发表时间）