Guaranteeing cost strategies for linear quadratic differential games under uncertain dynamics |
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Authors: | F Amato M Mattei A Pironti |
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Affiliation: | a Dipartimento di Informatica e Sistemistica, Università degli Studi di Napoli, “Federico II”, via Claudio 21, 80125 Napoli, Italy b Dipartimento di Informatica, Matematica, Elettronica e Trasporti, Università degli Studi di Reggio Calabria, Via Graziella, 89100, Reggio Calabria, Italy |
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Abstract: | This paper deals with the design of closed loop strategies for a class of two players zero-sum linear quadratic differential games, where each player does not know exactly the state equation and model it through a system subject to norm-bounded uncertainties. The finite horizon and the infinite horizon problems are both solved: it turns out that the optimal strategies, guaranteeing to each player a given level of performance, require, to be evaluated, the solution of two scaled differential (algebraic in the infinite horizon case) Riccati equations. A numerical example illustrates an application of the proposed technique. |
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Keywords: | Differential games Uncertain systems Robust control |
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