Some results on two-person zero-sum linear quadratic differential games
P Zhang�- SIAM journal on control and optimization, 2005 - SIAM
SIAM journal on control and optimization, 2005•SIAM
Considered in this paper are the two-person zero-sum linear quadratic differential games. It
is shown that the value of the game exists if and only if both the upper and lower values
exist. As a consequence, we prove that another necessary and sufficient condition for the
existence of the values of the game is the existence of an open loop--open loop saddle
point. An example is also given in which the lower value exists but the upper value does not
exist.
is shown that the value of the game exists if and only if both the upper and lower values
exist. As a consequence, we prove that another necessary and sufficient condition for the
existence of the values of the game is the existence of an open loop--open loop saddle
point. An example is also given in which the lower value exists but the upper value does not
exist.
Considered in this paper are the two-person zero-sum linear quadratic differential games. It is shown that the value of the game exists if and only if both the upper and lower values exist. As a consequence, we prove that another necessary and sufficient condition for the existence of the values of the game is the existence of an open loop--open loop saddle point. An example is also given in which the lower value exists but the upper value does not exist.
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