Accession Number:

AD0691147

Title:

ON NONZERO-SUM DIFFERENTIAL GAMES WITH QUADRATIC COST FUNCTIONALS,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1969-01-01

Pagination or Media Count:

8.0

Abstract:

The paper is concerned with an examination of a class of deterministic and stochastic nonzero-sum linear differential games with quadratic cost functionals. Some sufficient conditions for the existence of solutions to two-person deterministic games are obtained by relating the solution of the nonzero-sum game to that of certain zero-sum games. Attention is then given to nonzero-sum stochastic games in which the output measurements are additively corrupted by white Gaussian noises. A solution is presented in the special case where one controller has no output measurements available to him, and the optimum closed-loop controls are compared with those that would result by assuming a separation theorem to hold.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE