Feedback Nash equilibria for linear quadratic descriptor differential games

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• 作者：J.C. Engwerda^a ; ¹ ; ^{engwerda@uvt.nl}  ; [Author Vitae] ; Salmah^b ; ^{syalmah@yahoo.com}  ; [Author Vitae]
• 关键词：Descriptor systems ; Differential games ; Linear-quadratic regulators ; Feedback control ; Nash games ; Linear systems ; Riccati equations
• 刊名：Automatica
• 出版年：2012
• 期刊代码：13_00051098
• 类别：cp
• 出版时间：April, 2012
• 卷：48
• 期：4
• 页码：625-631
• 文件大小：331 K

摘要

In this paper, we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a Nash equilibrium.