NASA NTRS · 19740052509
Algebraic Riccati equations in zero-sum differential games
Abstract
The procedure for finding the closed-loop Nash equilibrium solution of two-player zero-sum linear time-invariant differential games with quadratic performance criteria and classical information pattern may be reduced in most cases to the solution of an algebraic Riccati equation. Based on the results obtained by Willems, necessary and sufficient conditions for existence of solutions to these equations are derived, and explicit conditions for a scalar example are given.
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Johnson, T. L., Chao, A.. 1974-01-01. Algebraic Riccati equations in zero-sum differential games. https://ntrs.nasa.gov/citations/19740052509
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