Saddle-Point Equilibrium of Dynamic Game for Bilinear System
Pei-hong Sun, Lei Tang, Xiao-lei Kuang · 2010
In this paper, saddle point equilibrium problem of the bilinear quadratic performance index dynamic game will be discussed from the basic saddle point equilibrium strategy of the game theory, by introducing a proper transformation, transforming the bilinear systems of nonlinear two points boundary value problem into a "separation" form of the linear two-point boundary, and then finding the saddle-point iteration method using equilibrium strategies.