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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

年晓红

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. 自动化学报, 2005, 31(2): 216-222.
引用本文: 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. 自动化学报, 2005, 31(2): 216-222.
NIAN Xiao-Hong. Suboptimal Strategies of Linear Quadratic Closed-loop Differential Games: An BMI Approach. ACTA AUTOMATICA SINICA, 2005, 31(2): 216-222.
Citation: NIAN Xiao-Hong. Suboptimal Strategies of Linear Quadratic Closed-loop Differential Games: An BMI Approach. ACTA AUTOMATICA SINICA, 2005, 31(2): 216-222.

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

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    通讯作者:

    年晓红

Suboptimal Strategies of Linear Quadratic Closed-loop Differential Games: An BMI Approach

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    Corresponding author: NIAN Xiao-Hong
  • 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.
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出版历程
  • 收稿日期:  2003-08-05
  • 修回日期:  2004-01-16
  • 刊出日期:  2005-03-20

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