In this paper we review a number of algorithms to compute Nash equilibria in deterministic linear quadratic differential games.We will review the open-loop and feedback information case.In both cases we address both the finite and the infinite-planning horizon.

In this note we consider the static output feedback linear quadratic control problem.We present both necessary and sufficient conditions under which this problem has a solution in case the involved cost depend only on the output and control variables.This result is used to present both necessary...

The aim of the present study is to construct a state feedback controller for a given linear system that minimizes the worst-case effect of an L2 -bounded disturbance. Our setting is different from the usual framework of H -theory in that we consider nonzero initial conditions. The situation is...