<span>This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authorsโ previous work in this area, this novel text is the first to study the aforementioned singular
Singular Linear-Quadratic Zero-Sum Differential Games and Hโ Control Problems: Regularization Approach
โ Scribed by Valery Y. Glizer, Oleg Kelis
- Publisher
- Birkhรคuser
- Year
- 2022
- Tongue
- English
- Leaves
- 211
- Series
- Static & Dynamic Game Theory: Foundations & Applications
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authorsโ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach.ย
After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ย control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ย control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections.
Singular Linear-Quadratic Zero-Sum Differential Games andย $H_{\inf}$ย Control Problemsย will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area
๐ SIMILAR VOLUMES
<p><p>This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite a
<p>A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Ricca