Feddback Zero-sum Linear Quadratic Dynamic Game for Descriptor System

In this paper we present necessary and sufficient conditions for existence of Nash equilibrium of linear quadratic continuous zero-sum two player dynamic games for index one descriptor system. We assume that we give a linear feedback to the game. The connection of the game solution with solution of...

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Bibliographic Details
Main Author: Salmah
Format: Book Section
Language:English
Published: 2009
Subjects:
Online Access:https://repository.ugm.ac.id/101249/1/24.pdf
Description
Summary:In this paper we present necessary and sufficient conditions for existence of Nash equilibrium of linear quadratic continuous zero-sum two player dynamic games for index one descriptor system. We assume that we give a linear feedback to the game. The connection of the game solution with solution of N couple Riccati equation will be studied.