Feedback Zero-Sum Linear Quadratic Dynamic Game for Descriptor System
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چکیده
In this paper we present a Nash equilibrium problem of linear quadratic zero-sum dynamic games for descriptor system. We assume that the players give a linear feedback to the game. For the game with finite planning horizon we derive a differential Riccati type equation. For the game with infinite planning horizon we consider an algebraic Riccati type equation. The connection of the game solution with solution of Riccati equation will be studied. Furthermore for the game with infinite planning horizon we will derive numerical formulae for optimal Nash solution with invariant subspace method. The numerical formulae can be developed by considering generalized eigen vector that arised from descriptor system of the closed loop system. Key-Words: Nash equilibrium, feedback, zero-sum, linear quadratic, dynamic game, descriptor system
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