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

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

Regularization Approach

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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 authors solve the singular finite-horizon linear-quadratic differential game using the regularization...