The regular convex cooperative linear quadratic control problem

被引：52

作者：

Engwerda, Jacob ^{[1
]}

机构：

[1] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands

来源：

AUTOMATICA | 2008年 / 44卷 / 09期

关键词：

linear-quadratic theory; Riccati equations; cooperative differential games; Pareto frontier;

D O I：

10.1016/j.automatica.2008.01.022

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note we consider the cooperative linear quadratic control problem. That is, the problem where a number of players, all facing a (different) linear quadratic control problem, decide to cooperate in order to optimize their performance. It is well-known, when the performance criteria are positive definite, how one can determine the set of Pareto efficient equilibria for these games. In this note we generalize this result for indefinite criteria. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：2453 / 2457

页数：5

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