The Linear Quadratic Dynamic Game for Discrete-Time Descriptor Systems

The linear quadratic zero-sum dynamic game for discrete time descriptor systems is considered. A method, which involves solving a linear quadratic zero-sum dynamic game for a reduced-order discrete time state space system, is developed to nd the linear feedback saddle-point solutions of the problem. Checkable conditions, which are described in terms of two dual algebraic Riccati equations and a Hamiltonian matrix, are given such that the linear quadratic zero-sum dynamic game for the reduced-order discrete time state space system is available. Su cient conditions for the existence of the solutions are obtained. In contrast with the dynamic game in state space systems, the dynamic game in descriptor systems admits uncountably many linear feedback saddle-point solutions. All these solutions have the same existence conditions and achieve the same value of the dynamic game.