Parameter Optimization for Linear Quadratic Differential Games.

摘要

A fundamental result of optimal control theory is that the optimal control of linear systems leads to an optimal performance cost that is a function of the system parameters. Therefore it is reasonable for the system designer to further minimize the performance measure by manipulating the values of certain parameters if this can be done. Above all, is shown that the above technique could be extended to linear quadratic zero sum differential games because the analytic methods derived for them are actually extensions of technique used in control. (Author)