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.
|Journal||International Journal of Applied Mathematics and Statistics|
|Publication status||Published - 2013|
Musthofa, M. W., Engwerda, J. C., Salmah, S., & Suparwanto, A. (2013). The open-loop zero-sum linear quadratic impulse free descriptor differential game. International Journal of Applied Mathematics and Statistics, 35(5).