An application of Pontryagin's maximum principle in a linear quadratic differential game.
This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players are subject to integral constraints. The duration of game is fixed. We obtain the necessary conditions of the Maximum Principle and also optimal control by using me...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Canadian Center of Science and Education
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf |
| _version_ | 1796970682125385728 |
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| author | Khakestari, Marzieh Suleiman, Mohamed |
| author_facet | Khakestari, Marzieh Suleiman, Mohamed |
| author_sort | Khakestari, Marzieh |
| collection | UPM |
| description | This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for
both players are subject to integral constraints. The duration of game is fixed. We obtain the necessary conditions of the Maximum Principle and also optimal control by using method of Pontryagin’s Maximum Principle. Finally, we discuss
an example. |
| first_indexed | 2024-03-06T08:01:41Z |
| format | Article |
| id | upm.eprints-25051 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:01:41Z |
| publishDate | 2011 |
| publisher | Canadian Center of Science and Education |
| record_format | dspace |
| spelling | upm.eprints-250512015-09-21T08:08:55Z http://psasir.upm.edu.my/id/eprint/25051/ An application of Pontryagin's maximum principle in a linear quadratic differential game. Khakestari, Marzieh Suleiman, Mohamed This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players are subject to integral constraints. The duration of game is fixed. We obtain the necessary conditions of the Maximum Principle and also optimal control by using method of Pontryagin’s Maximum Principle. Finally, we discuss an example. Canadian Center of Science and Education 2011-05 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf Khakestari, Marzieh and Suleiman, Mohamed (2011) An application of Pontryagin's maximum principle in a linear quadratic differential game. Journal of Mathematics Research, 3 (2 ). pp. 145-150. ISSN 1916-9795 http://web.ccsenet.org/ 10.5539/jmr.v3n2p145 English |
| spellingShingle | Khakestari, Marzieh Suleiman, Mohamed An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title | An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title_full | An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title_fullStr | An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title_full_unstemmed | An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title_short | An application of Pontryagin's maximum principle in a linear quadratic differential game. |
| title_sort | application of pontryagin s maximum principle in a linear quadratic differential game |
| url | http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf |
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