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An application of Pontryagin's maximum principle in a linear quadratic differential game.

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 me...

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Main Authors: Khakestari, Marzieh, Suleiman, Mohamed
Format: Article
Language:English
English
Published: Canadian Center of Science and Education 2011
Online Access:http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf
http://psasir.upm.edu.my/id/eprint/25051/
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spelling my.upm.eprints.250512015-09-21T08:08:55Z http://psasir.upm.edu.my/id/eprint/25051/ An application of Pontryagin's maximum principle in a linear quadratic differential game. Khakestari, Marzieh Suleiman, Mohamed 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. Canadian Center of Science and Education 2011-05 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf 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 http://web.ccsenet.org/ 10.5539/jmr.v3n2p145 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description 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.
format Article
author Khakestari, Marzieh
Suleiman, Mohamed
spellingShingle Khakestari, Marzieh
Suleiman, Mohamed
An application of Pontryagin's maximum principle in a linear quadratic differential game.
author_facet Khakestari, Marzieh
Suleiman, Mohamed
author_sort Khakestari, Marzieh
title An application of Pontryagin's maximum principle in a linear quadratic differential game.
title_short An application of Pontryagin's maximum principle in a linear quadratic differential game.
title_full An application of Pontryagin's maximum principle in a linear quadratic differential game.
title_fullStr An application of Pontryagin's maximum principle in a linear quadratic differential game.
title_full_unstemmed An application of Pontryagin's maximum principle in a linear quadratic differential game.
title_sort application of pontryagin's maximum principle in a linear quadratic differential game.
publisher Canadian Center of Science and Education
publishDate 2011
url http://psasir.upm.edu.my/id/eprint/25051/1/An%20application%20of%20Pontryagin.pdf
http://psasir.upm.edu.my/id/eprint/25051/
http://web.ccsenet.org/
_version_ 1643828543799427072
score 13.211869

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