Optimal control using Pontryagins maximum principle in a linear quadratic differential game.

Citation

Khakestari, Marzieh and Ibragimov, Gafurjan and Suleiman, Mohamed (2012) Optimal control using Pontryagins maximum principle in a linear quadratic differential game. International Journal of Modern Physics: Conference Series, 9. pp. 543-551. ISSN 2010-1945

Abstract

This paper deals with a class of two person zero-sum linear qu adratic differential games, where the control functions for both players subject to integral constraints. Also the necessary conditions of the Maximum Principle are studied. Main objective in this work is to obtain optimal control by using method of Pontryagin’s Maximum Principle. This method for a time-varying linear quadratic differential game is described. Finally, we discuss about an example.

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Additional Metadata

Item Type:	Article
Divisions:	Faculty of Science
DOI Number:	https://doi.org/10.1142/S2010194512005648
Publisher:	World Scientific Publishing
Keywords:	Linear quadratic differential games; Optimal control; Pontryagin's Maximum Principle; Payoff functional
Depositing User:	Nur Farahin Ramli
Date Deposited:	21 Nov 2013 07:53
Last Modified:	21 Sep 2015 01:09
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1142/S2010194512005648
URI:	http://psasir.upm.edu.my/id/eprint/25297
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