OPTIMAL CONTROL USING PONTRYAGIN'S MAXIMUM PRINCIPLE IN A LINEAR QUADRATIC DIFFERENTIAL GAME

This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players subject to integral constraints. Also the necessary conditions of the Maximum Principle are studied. Main objective in this work is to obtain optimal control by usin...

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Bibliographic Details
Published inInternational journal of modern physics. Conference series Vol. 9; pp. 543 - 551
Main Authors KHAKESTARI, MARZIEH, IBRAGIMOV, GAFURJAN, SULEIMAN, MOHAMED
Format Journal Article
LanguageEnglish
Published World Scientific Publishing Company 2012
Subjects
optimal control
Pontryagin's Maximum Principle
Linear quadratic differential games
payoff functional
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Summary:This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players subject to integral constraints. Also the necessary conditions of the Maximum Principle are studied. Main objective in this work is to obtain optimal control by using method of Pontryagin's Maximum Principle. This method for a time-varying linear quadratic differential game is described. Finally, we discuss about an example.
ISSN:2010-1945
2010-1945
DOI:10.1142/S2010194512005648