Values and strategies for infinite time linear quadratic games¶
Authors: E. Mageirou
Published: 1976 (Journal Paper)
Source: IEEE Transactions on Automatic Control
DOI: 10.1109/TAC.1976.1101291
Summary¶
Abstract¶
For a class of infinite time linear quadratic games it is shown that an appropriate solution of an algebraic Riccati type equation determines the value of the game but not necessarily any equilibrium strategies. In the case of nonexistence of equilibrium strategies, ε-optimal strategies are constructed through the solutions of a differential Riccati equation.