Article ID Journal Published Year Pages File Type
6416441 Linear Algebra and its Applications 2014 23 Pages PDF
Abstract

This paper deals with discrete-time linear-quadratic descriptor two-player games. The two frameworks of Nash and Stackelberg strategies with feedback information structure are considered. The aim is to provide sufficient conditions ensuring, for any initial state, the existence and the uniqueness of a tri-trajectory, gathering the state and the controls of the two players, which reaches the equilibrium. The provided results are mainly based on a discrete-time matrix block formulation. The provided algorithms consist in an iterative backward in time procedure, issued from Dynamic Programming. Numerical examples illustrate this approach and the particular case of explicit systems is recovered for both kinds of strategies.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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