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 journalArticleScientificpeer-review

3 Citations (Scopus)

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 languageEnglish
JournalInternational Journal of Applied Mathematics and Statistics
Volume35
Issue number5
Publication statusPublished - 2013

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