Sequential Linear Quadratic Method for Differential Games
نویسندگان
چکیده
In this paper, we present a numerical method for computing a Nash solution to a zero-sum differential game for a general nonlinear system based on a sequential linearquadratic approximations. The technique is used to design a game-theoretic controller. Numerical results are given which show the performance of the method as well as the performance of the resulting controller under noisy observations and model mismatch in parameters.
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