Singular Linear-Quadratic Zero-Sum Differential Games and H¿ Control Problems

af Oleg Kelis

This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors¿ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the... (Læs mere)