Abstract
As in optimal control theory, linear quadratic (LQ) differential games (DG) can be solved, even in high dimension, via a Riccati equation. However, contrary to the control case, existence of the solution of the Riccati equation is not necessary for the existence of a closed-loop saddle point. One may “survive” a particular, nongeneric, type of conjugate point. An important application of LQDGs is the so-called H ∞ -optimal control, appearing in the theory of robust control.
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Bernhard, P. (2015). Linear Quadratic Zero-Sum Two-Person Differential Games. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5058-9_29
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DOI: https://doi.org/10.1007/978-1-4471-5058-9_29
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