Singular Linear-quadratic Zero-sum Differential Games and H [infinity Symbol] Control Problems

Singular Linear-quadratic Zero-sum Differential Games and H [infinity Symbol] Control Problems

Author: Valery Y. Glizer

Publisher:

Published: 2022

Total Pages: 0

ISBN-13: 9788303107053

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This monograph is devoted to the analysis and solution of singular differential games and singular H [infinity symbol] control problems in both finite- and infinite-horizon settings. Expanding on the authors previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and H [infinity symbol] control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic H [infinity symbol] control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections. Singular Linear-Quadratic Zero-Sum Differential Games and H [infinity symbol] Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these areas.


Book Synopsis Singular Linear-quadratic Zero-sum Differential Games and H [infinity Symbol] Control Problems by : Valery Y. Glizer

Download or read book Singular Linear-quadratic Zero-sum Differential Games and H [infinity Symbol] Control Problems written by Valery Y. Glizer and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to the analysis and solution of singular differential games and singular H [infinity symbol] control problems in both finite- and infinite-horizon settings. Expanding on the authors previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and H [infinity symbol] control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic H [infinity symbol] control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections. Singular Linear-Quadratic Zero-Sum Differential Games and H [infinity symbol] Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these areas.


Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems

Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems

Author: Valery Y. Glizer

Publisher: Springer Nature

Published: 2022-08-29

Total Pages: 211

ISBN-13: 3031070518

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This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors’ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections. Singular Linear-Quadratic Zero-Sum Differential Games and $H_{\inf}$ Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area


Book Synopsis Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems by : Valery Y. Glizer

Download or read book Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems written by Valery Y. Glizer and published by Springer Nature. This book was released on 2022-08-29 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors’ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections. Singular Linear-Quadratic Zero-Sum Differential Games and $H_{\inf}$ Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area


The Singular Zero-sum Differential Game with Stability Using H[infinity] Control Theory

The Singular Zero-sum Differential Game with Stability Using H[infinity] Control Theory

Author: A. A. Stoorvogel

Publisher:

Published: 1989

Total Pages: 22

ISBN-13:

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Book Synopsis The Singular Zero-sum Differential Game with Stability Using H[infinity] Control Theory by : A. A. Stoorvogel

Download or read book The Singular Zero-sum Differential Game with Stability Using H[infinity] Control Theory written by A. A. Stoorvogel and published by . This book was released on 1989 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Differential Games: A Concise Introduction

Differential Games: A Concise Introduction

Author: Jiongmin Yong

Publisher: World Scientific

Published: 2014-12-05

Total Pages: 337

ISBN-13: 9814596248

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This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.


Book Synopsis Differential Games: A Concise Introduction by : Jiongmin Yong

Download or read book Differential Games: A Concise Introduction written by Jiongmin Yong and published by World Scientific. This book was released on 2014-12-05 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.


H(infinity)-Optimal Control and Related ...

H(infinity)-Optimal Control and Related ...

Author: Basar

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 238

ISBN-13: 1489935614

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One of the major concentrated activities of the past decade in control theory has been the development of the so-called "HOO-optimal control theory," which addresses the issue of worst-case controller design for linear plants subject to unknown additive disturbances, including problems of disturbance attenuation, model matching, and tracking. The mathematical OO symbol "H " stands for the Hardy space of all complex-valued functions of a complex variable, which are analytic and bounded in the open right half complex plane. For a linear (continuous-time, time-invariant) plant, oo the H norm of the transfer matrix is the maximum of its largest singular value over all frequencies. OO Controller design problems where the H norm plays an important role were initially formulated by George Zames in the early 1980's, in the context of sensitivity reduction in linear plants, with the design problem posed as a mathematical optimization problem using an (HOO) operator norm. Thus formulated originally in the frequency domain, the main tools used during the early phases of research on this class of problems have been operator and approximation theory, spectral factorization, and (Youla) parametrization, leading initially to rather complicated (high-dimensional) OO optimal or near-optimal (under the H norm) controllers.


Book Synopsis H(infinity)-Optimal Control and Related ... by : Basar

Download or read book H(infinity)-Optimal Control and Related ... written by Basar and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the major concentrated activities of the past decade in control theory has been the development of the so-called "HOO-optimal control theory," which addresses the issue of worst-case controller design for linear plants subject to unknown additive disturbances, including problems of disturbance attenuation, model matching, and tracking. The mathematical OO symbol "H " stands for the Hardy space of all complex-valued functions of a complex variable, which are analytic and bounded in the open right half complex plane. For a linear (continuous-time, time-invariant) plant, oo the H norm of the transfer matrix is the maximum of its largest singular value over all frequencies. OO Controller design problems where the H norm plays an important role were initially formulated by George Zames in the early 1980's, in the context of sensitivity reduction in linear plants, with the design problem posed as a mathematical optimization problem using an (HOO) operator norm. Thus formulated originally in the frequency domain, the main tools used during the early phases of research on this class of problems have been operator and approximation theory, spectral factorization, and (Youla) parametrization, leading initially to rather complicated (high-dimensional) OO optimal or near-optimal (under the H norm) controllers.


Stochastic and Differential Games

Stochastic and Differential Games

Author: Martino Bardi

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 388

ISBN-13: 1461215927

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The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.


Book Synopsis Stochastic and Differential Games by : Martino Bardi

Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.


Linear-quadratic-singular Stochastic Differential Games and Applications

Linear-quadratic-singular Stochastic Differential Games and Applications

Author: Jodi Dianetti

Publisher:

Published: 2023

Total Pages: 0

ISBN-13:

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We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call these games linear-quadratic-singular stochastic differential games. Under natural assumptions, we show the existence of open-loop Nash equilibria, which are characterized through a linear system of forward-backward stochastic differential equations. The proof is based on an approximation via a sequence of games in which players are restricted to play Lipschitz continuous strategies. We then discuss an application of these results to a model of capacity expansion in oligopoly markets.


Book Synopsis Linear-quadratic-singular Stochastic Differential Games and Applications by : Jodi Dianetti

Download or read book Linear-quadratic-singular Stochastic Differential Games and Applications written by Jodi Dianetti and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call these games linear-quadratic-singular stochastic differential games. Under natural assumptions, we show the existence of open-loop Nash equilibria, which are characterized through a linear system of forward-backward stochastic differential equations. The proof is based on an approximation via a sequence of games in which players are restricted to play Lipschitz continuous strategies. We then discuss an application of these results to a model of capacity expansion in oligopoly markets.


Nonlinear Zero-sum Differential Game Analysis by Singular Perturbation Methods

Nonlinear Zero-sum Differential Game Analysis by Singular Perturbation Methods

Author:

Publisher:

Published: 1982

Total Pages: 36

ISBN-13:

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Book Synopsis Nonlinear Zero-sum Differential Game Analysis by Singular Perturbation Methods by :

Download or read book Nonlinear Zero-sum Differential Game Analysis by Singular Perturbation Methods written by and published by . This book was released on 1982 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Singular Differential Game Numerical Technique and Closed Loop Guidance and Control Strategies

Singular Differential Game Numerical Technique and Closed Loop Guidance and Control Strategies

Author: Kamran Forouhar

Publisher:

Published: 1982

Total Pages: 145

ISBN-13:

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In this report a class of linear quadratic pursuit-evasion games with bounds on the pursuer's control has been defined. In this problem the pursuer's control appears linearly in the Hamiltonian and singular arcs may occur in the solution. A sufficient condition for the existence of a saddle point for this class of problems is derived. An indirect numerical technique has been proposed to generate a rapid and accurate solution to a class of problems with linear state equations in which singular arcs occur. Then, by linearization this technique is extended to solve a class of problems with non-linear state equations. By modifying this technique a second approach has been obtained that can solve a broader class of singular problems with linear state equations. The effect of the deviation of one player from the saddle point strategy on the performance index and the opponent's strategy has been studied for a two person zero-sum differential game with perfect information. An inverse system technique is used to determine the opponent's strategy by periodically measuring the state or the output of the system. Then, the proposed technique for singular problems is applied periodically to generate an approximate closed loop solution (which takes into consideration the deviation of the opponent from the saddle point trajectory) to achieve better performance than simply following the optimal open loop solution. A numerical example is presented to illustrate the efficiency of the proposed algorithm, and, comparisons have been made between the results of the open loop and closed loop solutions.


Book Synopsis Singular Differential Game Numerical Technique and Closed Loop Guidance and Control Strategies by : Kamran Forouhar

Download or read book Singular Differential Game Numerical Technique and Closed Loop Guidance and Control Strategies written by Kamran Forouhar and published by . This book was released on 1982 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this report a class of linear quadratic pursuit-evasion games with bounds on the pursuer's control has been defined. In this problem the pursuer's control appears linearly in the Hamiltonian and singular arcs may occur in the solution. A sufficient condition for the existence of a saddle point for this class of problems is derived. An indirect numerical technique has been proposed to generate a rapid and accurate solution to a class of problems with linear state equations in which singular arcs occur. Then, by linearization this technique is extended to solve a class of problems with non-linear state equations. By modifying this technique a second approach has been obtained that can solve a broader class of singular problems with linear state equations. The effect of the deviation of one player from the saddle point strategy on the performance index and the opponent's strategy has been studied for a two person zero-sum differential game with perfect information. An inverse system technique is used to determine the opponent's strategy by periodically measuring the state or the output of the system. Then, the proposed technique for singular problems is applied periodically to generate an approximate closed loop solution (which takes into consideration the deviation of the opponent from the saddle point trajectory) to achieve better performance than simply following the optimal open loop solution. A numerical example is presented to illustrate the efficiency of the proposed algorithm, and, comparisons have been made between the results of the open loop and closed loop solutions.


Differential Games

Differential Games

Author: Raimo P. Hämäläinen

Publisher: Springer

Published: 1991

Total Pages: 316

ISBN-13:

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Book Synopsis Differential Games by : Raimo P. Hämäläinen

Download or read book Differential Games written by Raimo P. Hämäläinen and published by Springer. This book was released on 1991 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: