Min-Max Robust Control in LQ-Differential Games

Author:

Engwerda JacobORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computational Theory and Mathematics,Computer Graphics and Computer-Aided Design,Computer Science Applications,Statistics and Probability,Economics and Econometrics

Reference34 articles.

1. Başar T, Bernhard P (1995) $$H_{\infty }$$-optimal control and related minimax design problems. Birkhäuser, Boston

2. Barabanov NE, Ortega R (2004) On the solvability of extended Riccati equations. IEEE Trans Automat Contr 49:598–602

3. Başar T, Olsder GJ (1999) Dynamic noncooperative game theory. SIAM, Philadelphia

4. van den Broek WA, Engwerda JC, Schumacher JM (2003) Robust equilibria in indefinite linear-quadratic differential games. JOTA 119:565–595

5. Brockett RW (1970) Finite dimensional linear systems. Wiley, New York

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