This paper deals with the design of closed loop strategies for a class of two players zero-sum linear quadratic differential games, where each player does not know exactly the state equation and model it through a system subject to norm-bounded uncertainties. The finite horizon and the infinite horizon problems are both solved: it turns out that the optimal strategies, guaranteeing to each player a given level of performance, require, to be evaluated, the solution of two scaled differential (algebraic in the infinite horizon case) Riccati equations. A numerical example illustrates an application of the proposed technique

Guaranteeing cost strategies for linear quadratic differential games under uncertain dynamics

MATTEI, Massimiliano;
2002

Abstract

This paper deals with the design of closed loop strategies for a class of two players zero-sum linear quadratic differential games, where each player does not know exactly the state equation and model it through a system subject to norm-bounded uncertainties. The finite horizon and the infinite horizon problems are both solved: it turns out that the optimal strategies, guaranteeing to each player a given level of performance, require, to be evaluated, the solution of two scaled differential (algebraic in the infinite horizon case) Riccati equations. A numerical example illustrates an application of the proposed technique
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11591/197319
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 30
  • ???jsp.display-item.citation.isi??? 24
social impact