@techreport{e777db780a6b410f918da69449d743fd,
title = "A Game Theoretic Approach to Linear Systems with L2-bounded Disturbances",
abstract = "The aim of the present study is to construct a state feedback controller for a given linear system that minimizes the worst-case effect of an L2 -bounded disturbance. Our setting is different from the usual framework of H -theory in that we consider nonzero initial conditions. The situation is modeled in a game theoretical framework, in which the controller designer acts as a minimizing player, and the uncertainty as a maximizing player. We show that a saddle-point equilibrium exists and find an optimal controller.",
keywords = "Linear uncertain systems, game theory, algebraic Riccati equations",
author = "{van den Broek}, W.A. and J.C. Engwerda and J.M. Schumacher",
note = "Pagination: 12",
year = "2000",
language = "English",
volume = "2000-38",
series = "CentER Discussion Paper",
publisher = "Macroeconomics",
type = "WorkingPaper",
institution = "Macroeconomics",
}