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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Bibliographic Details
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/
http://web.ccsenet.org/
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