The open-loop zero-sum linear quadratic impulse free descriptor differential game
Musthofa,M.W. Engwerda,J.C. Salmah,S. Suparwanto,A.
Musthofa,M.W.
Engwerda,J.C.
Salmah,S.
Suparwanto,A.
Abstract
In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.
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Date
2013
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Research Projects
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Musthofa, M W, Engwerda, J C, Salmah, S & Suparwanto, A 2013, 'The open-loop zero-sum linear quadratic impulse free descriptor differential game', International Journal of Applied Mathematics and Statistics, vol. 35, no. 5.