Solvability Of Linear-Quadratic Differential Games Associated With Pursuit-Evasion Problems
A finite horizon zero-sum linear-quadratic differential game with a generalized cost functional, involving a Lebesgue integral with a measure that has both discrete and distributed parts, is considered. Sufficient conditions for the solvability of such a game are established in terms of the eigenvalues of an integral operator in Hilbert space. The game solution is based on solving an impulsive Riccati matrix differential equation. These results are applied for two games associated with pursuit-evasion problems. Illustrative examples are presented.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 10 (2008)
Issue (Month): 04 ()
|Contact details of provider:|| Web page: http://www.worldscinet.com/igtr/igtr.shtml|
|Order Information:|| Email: |
When requesting a correction, please mention this item's handle: RePEc:wsi:igtrxx:v:10:y:2008:i:04:p:481-515. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim)
If references are entirely missing, you can add them using this form.