Linear Quadratic Differential Games: Saddle Point and Riccati Differential Equation.

Michel C. Delfour

Published in: SIAM J. Control. Optim. (2007)

Keyphrases

differential equations
saddle point
numerical methods
dynamical systems
variational inequalities
nash equilibrium
optimal control
game theory
vector valued
primal dual
partial differential equations
closed loop
higher order
state space
special case
neural network
linear program
multiscale
machine learning