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Linear-quadratic zero-sum differential games for generalized state space systems

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2 Author(s)
Hua Xu ; Fac. of Integrated Arts & Sci., Hiroshima Univ., Japan ; Mizukami, K.

In this note, we consider linear-quadratic zero-sum differential games for generalized state space systems. It is well known that a unique linear feedback saddle-point solution can exist in the game of state space systems. However, for the generalized state space system, we show that the game admits uncountably many linear feedback saddle-point solutions. Sufficient conditions for the existence of Linear feedback saddlepoint solutions are found. A constructive method is given to find these linear feedback saddle-point solutions. A simple example is included to illustrate the nonuniqueness of the linear feedback saddle-point solutions

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Automatic Control, IEEE Transactions on  (Volume:39 ,  Issue: 1 )