New results for linear-quadratic discrete-time games†
作者:
N. D. DIEM,
BRIAND. O. ANDERSON,
期刊:
International Journal of Control
(Taylor Available online 1976)
卷期:
Volume 23,
issue 1
页码: 17-38
ISSN:0020-7179
年代: 1976
DOI:10.1080/00207177608922134
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper examines a class of linear-quadratic discrete-time games. Attention is paid to the problem of ascertaining the existence of the open-loop and closed-loop solutions as well as to the forms of these solutions for games with a finite horizon. The new contributions of the paper to existing results for this class of games cover the following points : the introduction of the concepts of nonunique optimal strategies, of the pair of ‘ minimum energy ’ optimal strategies, the characterization of the so-called ‘no-conjugate-point condition’ in these discrete-time games. These results also have various implications, showing that this class of games has peculiar features not shared by its continuous-time counterpart. Finally, an attempt is made to extend the results to the case of games with infinite horizon. Only a few explicit results are obtained in this direction, with the main difficulties indicated.
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