An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach.
Zhiyong YuPublished in: SIAM J. Control. Optim. (2015)
Keyphrases
- optimal control
- control strategy
- linear quadratic
- mathematical model
- game theory
- control system
- control algorithm
- control law
- control method
- control scheme
- closed loop
- control strategies
- speed control
- stochastic games
- dynamic programming
- force control
- nash equilibrium
- feedback control
- fuzzy controller
- repeated games
- nash equilibria
- fractional order
- matlab simulink
- differential equations
- probability distribution
- predictive control
- pairwise
- vector valued
- real time