Parameter Optimization for Linear Quadratic Differential Games

[+] Author and Article Information
C. T. Leondes, T. K. Siu

School of Engineering and Applied Science, University of California, Los Angeles, Calif.

J. Dyn. Sys., Meas., Control 99(1), 58-62 (Mar 01, 1977) (5 pages) doi:10.1115/1.3427075 History: Received January 13, 1977; Online July 13, 2010


How should the minimizing player choose the values of certain parameters, if he wants to further optimize his payoff at the maximizing player’s expense? Hence what would be the greatest lower bound for the maximizing player’s payoff? To answer these questions, necessary conditions for parameter optimization for linear quadratic differential games will be derived. Iterative numerical techniques for determining optimal parameters will be developed. Search techniques which will locate a “small” region of uncertainty in which the optimal parameter must lie will also be discussed.

Copyright © 1977 by ASME
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