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.
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.
出处
《自动化学报》
EI
CSCD
北大核心
2005年第2期216-222,共7页
Acta Automatica Sinica
基金
Supported by National Natural Science Foundation of P. R. China (10272001, 60334030, and 60474029)
关键词
微分对策
次优控制
双线性矩阵不等式
BMI解决方法
Differential equations
Matrix algebra
Optimal control systems
Optimization
Riccati equations
State feedback
