Suboptimal Strategies of Linear Quadratic Closed-loop Differential Games: An BMI Approach
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摘要: 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.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.
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Key words:
- Differential game /
- suboptimal control /
- Nash equilibrium /
- bilinear matrix inequalities
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