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The Open-Loop Zero-Sum Linear Quadratic Impulse Free Descriptor Differential Game

Muhammad Wakhid Musthofa, Salmah, Jacob C. Engwerda, Ari Suparwanto

Abstract


In this paper we study the open-loop zero-sum linear quadratic differential game for descriptor systems that have index one. We present both necessary and sufficient conditions for the existence of an open-loop Nash equilibrium. We also relate the existence of an open-loop Nash equilibrium with the theory of invariant subspaces.

Keywords


zero-sum linear quadratic differential game, open-loop information structure, descriptor systems.

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