Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities

In general, nonlinear output feedback dynamic games are infinite dimensional. The paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach is introduced to recast these games as one of full information in infinite dimensions. Explicit solutions of the first-order partial differential information state equation are derived in terms of a finite-number of sufficient statistics. When the nonlinearities are sector bounded, suboptimal finite-dimensional strategies are derived.