Solution of a zero-sum linear quadratic differential game with singular control cost of minimiser.

Valery Y. Glizer Oleg Kelis

Published in: J. Control. Decis. (2015)

Keyphrases

linear quadratic
game theory
optimal control
stochastic games
nash equilibrium
incomplete information
real time
video sequences
stochastic control
boolean games
optimal solution
closed loop
vector valued