The open-loop zero-sum linear quadratic impulse free descriptor differential game

M.W. Musthofa; J.C. Engwerda; S. Salmah; A. Suparwanto

The open-loop zero-sum linear quadratic impulse free descriptor differential game

M.W. Musthofa, J.C. Engwerda, S. Salmah, A. Suparwanto

Research output: Contribution to journal › Article › Scientific › peer-review

Abstract

In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.

Original language	English
Journal	International Journal of Applied Mathematics and Statistics
Volume	35
Issue number	5
Publication status	Published - 2013

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title = "The open-loop zero-sum linear quadratic impulse free descriptor differential game",

abstract = "In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.",

author = "M.W. Musthofa and J.C. Engwerda and S. Salmah and A. Suparwanto",

year = "2013",

language = "English",

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journal = "International Journal of Applied Mathematics and Statistics",

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publisher = "Centre for Environment Social and Economic Research",

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T1 - The open-loop zero-sum linear quadratic impulse free descriptor differential game

AU - Musthofa, M.W.

AU - Engwerda, J.C.

AU - Salmah, S.

AU - Suparwanto, A.

PY - 2013

Y1 - 2013

N2 - In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.

AB - In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.

M3 - Article

SN - 0973-7545

VL - 35

JO - International Journal of Applied Mathematics and Statistics

JF - International Journal of Applied Mathematics and Statistics

IS - 5

ER -

The open-loop zero-sum linear quadratic impulse free descriptor differential game

Abstract

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