Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 45-52.

• Original Articles • Previous Articles     Next Articles

Saddle-Point Equilibrium of Quadratic Differential Game for Singular Bilinear Systems

 ZHU  Huai-Nian, ZHANG  Cheng-Ke, BIN  Ning   

  • Online:2011-06-15 Published:2011-06-15
  • Supported by:

    Supported by the National Natural Science Fund of China (070098, 70801019), the Natural Science Fund of Guangdong Province (070117, 04009475), and the Natural Science Fund of Inner Mongolia Autonomous Region (2010MS1007).

Abstract:  This paper investigates  the saddle-point equilibrium of quadratic differential game for singular bilinear systems in the finite time. As it is complex to solve the problem, a reduced-order transformation is introduced in order to obtain the fast and slow subsystems, then, the optimal control is obtained by using the maximum principle. In the end, the simulation of a numerical example is presented to illustrate the correctness and effectiveness of the proposed algorithm.

Key words: singular bilinear system, differential game, saddle-point equilibrium

CLC Number: