Citation
Khakestari, Marzieh and Suleiman, Mohamed
(2011)
An application of Pontryagin's maximum principle in a linear quadratic differential game.
Journal of Mathematics Research, 3 (2 ).
pp. 145-150.
ISSN 1916-9795
Abstract
This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players are subject to integral constraints. The duration of game is fixed. We obtain the necessary conditions of the Maximum Principle and also optimal control by using method of Pontryagin’s Maximum Principle. Finally, we discuss an example.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| DOI Number: | https://doi.org/10.5539/jmr.v3n2p145 |
| Publisher: | Canadian Center of Science and Education |
| Keywords: | Linear quadratic differential games; Optimal control; Pontryagin ’s Maximum Principle; Payoff functional. |
| Depositing User: | Nur Farahin Ramli |
| Date Deposited: | 31 Jul 2013 03:39 |
| Last Modified: | 21 Sep 2015 08:08 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.5539/jmr.v3n2p145 |
| URI: | http://psasir.upm.edu.my/id/eprint/25051 |
| Statistic Details: | View Download Statistic |
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