The singular zero-sum differential game with stability usingH ∞ control theory

In this paper we consider the zero-sum, infinite-horizon, linear quadratic differential game. We derive sufficient conditions for the existence of (almost) equilibria as well as necessary conditions. Contrary to all classical references we allow for singular weighting on the minimizing player in the cost criterion. It turns out that this problem has a strong relation with the singularH _∞ problem with state feedback, i.e., theH _∞ problem where the direct feedthrough matrix from control input to output is not necessarily injective.