On values and strategies for infinite-time linear quadratic games
- 1 June 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (3), 490-491
- https://doi.org/10.1109/tac.1977.1101515
Abstract
In a recent short paper, Mageirou [1] showed that for infinite-time linear quadratic games an appropriate solution of an algebraic Riccati-type equation determines the value of the game but not necessarily equilibrium strategies. In this note we show that a solution of the algebraic Riccati equation does determine equilibrium strategies if the class of admissible strategies is appropriately defined.Keywords
This publication has 1 reference indexed in Scilit:
- Values and strategies for infinite time linear quadratic gamesIEEE Transactions on Automatic Control, 1976