Syntheses of differential games and pseudo-Riccati equations
For differential games of fixed duration of linear dynamical systems with nonquadratic payoff functionals, it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution P(t,x). Then the closed-loop optimal strategi...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2002-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/S1085337502000817 |