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(Cyclo-passive) Port-Controlled Hamiltonian dynamics in LQ differential games

2021 AMERICAN CONTROL CONFERENCE (ACC)(2021)

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摘要
It is shown that the state/costate dynamics arising in a certain class of linear quadratic differential games can be interpreted as the interconnection of (cyclo-passive) Port-Controlled Hamiltonian systems. This property relies on the fact that the (virtual) energy functions associated to each player depend only on the interplay between the inputs of the players, as opposed to the system's matrix or the individual cost functionals. Finally, it is shown that an arbitrarily accurate approximation of an open-loop Nash equilibrium strategy, obtained from the trajectories of the state/costate system, can be robustified by externally stabilizing the stable eigenspace of the underlying state/costate system.
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关键词
LQ differential games,linear quadratic differential games,energy functions,individual cost functionals,arbitrarily accurate approximation,open-loop Nash equilibrium strategy
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