Name
Title | ||
|---|---|---|
Solvability Of Linear-Quadratic Differential Games Associated With Pursuit-Evasion Problems |
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1142/S0219198908002060 | INTERNATIONAL GAME THEORY REVIEW |
Keywords | Field | DocType |
Linear-quadratic differential game, solvability conditions, pursuit-evasion | Hilbert space,Applied mathematics,Mathematical economics,Linear differential equation,Mathematical analysis,Differential game,Pursuit-evasion,Operator (computer programming),Lebesgue integration,Eigenvalues and eigenvectors,Matrix differential equation,Mathematics | Journal |
Volume | Issue | ISSN |
10 | 4 | 0219-1989 |
Citations | PageRank | References |
3 | 0.61 | 2 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Josef Shinar | 1 | 55 | 13.19 |
| Vladimir Turetsky | 2 | 80 | 17.27 |
| Valery Y Glizer | 3 | 87 | 19.64 |
| EDUARD IANOVSKY | 4 | 6 | 0.99 |