ON NONZERO-SUM DIFFERENTIAL GAMES WITH QUADRATIC COST FUNCTIONALS,
MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING
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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.
- Operations Research