Linear-quadratic, two-person, zero-sum differential games: Necessary and sufficient conditions

1979 ◽  
Vol 27 (1) ◽  
pp. 51-69 ◽  
Author(s):  
P. Bernhard
Keyword(s):  
Differential Games ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Linear Quadratic ◽  
Zero Sum ◽  
Necessary And Sufficient

scholarly journals Linear-quadratic optimization and some general hypotheses on optimal control

1999 ◽  
Vol 5 (4) ◽  
pp. 275-289 ◽  
Author(s):  
L. I. Rozonoer
Keyword(s):  
Optimal Control ◽  
Initial Data ◽  
Optimization Problem ◽  
Sufficient Conditions ◽  
Quadratic Optimization ◽  
Necessary And Sufficient Conditions ◽  
Maximum Condition ◽  
Linear Quadratic ◽  
Existence Of Optimal Control ◽  
Necessary And Sufficient

Necessary and sufficient conditions for existence of optimal control for all initial data are proved forLQ-optimization problem. If these conditions are fulfilled, necessary and sufficient conditions of optimality are formulated. Basing on the results, some general hypotheses on optimal control in terms of Pontryagin's maximum condition and Bellman's equation are proposed.

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