自动化学报2005，Vol.31Issue(2)：216-222,7.
线性二次闭环微分对策次优对策的双线性矩阵不等式方法
Suboptimal Strategies of Linear Quadratic Closed-loop Differential Games: An BMI Approach
摘要
Abstract
The suboptimal control program via memoryless state feedback strategies for LQ differential games with multiple players is studied in this paper. Sufficient conditions for the existence of the suboptimal strategies for LQ differential games are presented. It is shown that the suboptimal strategies of LQ differential games are associated with a coupled algebraic Riccati inequality. Furthermore, the problem of designing suboptimal strategies is considered. A non-convex optimization problem with BMI constrains is formulated to design the suboptimal strategies which minimizes the performance indices of the closed-loop LQ differential games and can be solved by using LMI Toolbox of MATLAB. An example is given to illustrate the proposed results.关键词
Differential game/suboptimal control/Nash equilibrium/bilinear matrix inequalitiesKey words
Differential game/suboptimal control/Nash equilibrium/bilinear matrix inequalities分类
信息技术与安全科学引用本文复制引用
年晓红..线性二次闭环微分对策次优对策的双线性矩阵不等式方法[J].自动化学报,2005,31(2):216-222,7.基金项目
Supported by National Natural Science Foundation of P. R. China (10272001, 60334030, and 60474029) （10272001, 60334030, and 60474029）
