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Feedback saddle point equilibria for soft-constrained zero-sum linear quadratic descriptor differential game

Treść / Zawartość
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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper the feedback saddle point equilibria of soft-constrained zero-sum linear quadratic differential games for descriptor systems that have index one will be studied for a finite and infinite planning horizon. Both necessary and sufficient conditions for the existence of a feedback saddle point equilibrium are considered.
Rocznik
Strony
473--493
Opis fizyczny
Bibliogr. 32 poz., rys., wzory
Twórcy
  • Mathematics Department Universitas Gadjah Mada, Indonesia; UIN Sunan Kalijaga, Yogyakarta Indonesia
autor
  • Mathematics Department Universitas Gadjah Mada, Yogyakarta Indonesia
  • Tilburg University, Tilburg, The Netherlands
autor
  • Mathematics Department Universitas Gadjah Mada, Yogyakarta Indonesia
Bibliografia
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  • [3] W. A. Van Den Broek, J. C. Engwerda and J. M. Schumacher: Robust equilibria in indefinite linear-quadratic differential games. JOTA 119 (2003), 565-595.
  • [4] E. Dockner, S. Jorgensen, N. Van Long and G. Sorger: Differential Game in Economic and Management Sicience. Cambridge Univesity Press, Cambridge, 2000.
  • [5] J. C. Engwerda: Linear Quadratic Dynamic Optimization and Differential Games. John Wiley & Sons, West Sussex, 2005.
  • [6] J. C. Engwerda and Salmah: The open loop linear quadratic differential game for index one descriptor systems. Automatica, 45 (2009), 585-592.
  • [7] J. C. Engwerda and Salmah:Feedback nash equilibria for linear quadratic descriptor differential games, Automatica 48 (2012), 625-631.
  • [8] J.C. Engwerda, Salmah and I. E. Wijayanti: The (multi-player) optimal linear quadratic feedback state regulator problem for index one descriptor systems. Proc. European Control Conference (ECC ’09), Budapest, Hungary, (2009).
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  • [16] G. Kun: Stabilizability, controllability, and optimal strategies of linear and nonlinear dynamical games. PhD Thesis, RWTH-Aachen, Germany, 2001.
  • [17] D. G. Luenberger: Dynamic equation in descriptor form. IEEE Trans. on Automatic Control, 22 (1977), 312-321.
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  • [20] M. W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: Robust optimal control design with differential game approach for open-loop linear quadratic descriptor systems. Internal Paper, Gadjah Mada University.
  • [21] M. W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: The openloop zero-sum linear quadratic differential game for index one descriptor systems.Proc. of 2nd Int. Conf. on Instrumentation Control and Automation, Bandung, Indonesia, (2011), 350-355.
  • [22] M.W. Musthofa, Salmah, J. C. Engwerda and A. Suparwanto: The openloop zero-sum linear quadratic impulse free descriptor differential game. Int. J. on Applied Mathematics and Statistics, 35 (2013), 29-44.
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  • [26] P. V. Reddy and J. C. Engwerda: Feedback Nash equilibria for descriptor differential game using matrix pprojectors. SIAM J. of Matrix Analysis and Applications, 32 (2013), 686-708.
  • [27] Salmah: Optimal control of regulator descriptor systems for dynamic games. PhD Thesis, Universitas Gadjah Mada, Indonesia, 2006.
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  • [32] H. Xu and H. Mukaidani: The linear quadratic dynamic game for discretetime descriptor systems. Proc. of the 39th IEEE Conf. on Decision and Control, 4 (2000), 3696-3701.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-042ab733-637f-443b-8ff8-da190415cdfd
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