# American Institute of Mathematical Sciences

## Journals

NACO
Numerical Algebra, Control & Optimization 2017, 7(1): 1-20 doi: 10.3934/naco.2017001

We consider an infinite horizon zero-sum linear-quadratic differential game in the case where the cost functional does not contain a control cost of the minimizing player (the minimizer). This feature means that the game under consideration is singular. For this game, novel definitions of the saddle-point equilibrium and game value are proposed. To obtain these saddle-point equilibrium and game value, we associate the singular game with a new differential game for the same equation of dynamics. The cost functional in the new game is the sum of the original cost functional and an infinite horizon integral of the square of the minimizer's control with a small positive weight coefficient. This new game is regular, and it is a cheap control game. Using the solvability conditions, the solution of the cheap control game is reduced to solution of a Riccati matrix algebraic equation with an indefinite quadratic term. This equation is perturbed by a small parameter. Subject to a proper assumption, an asymptotic expansion of a stabilizing solution to this equation is constructed and justified. Using this asymptotic expansion, the existence of the saddle-point equilibrium and the value of the original game is established, and their expressions are derived. Illustrative example is presented.

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NACO
Numerical Algebra, Control & Optimization 2018, 8(2): 211-235 doi: 10.3934/naco.2018013

An infinite horizon quadratic control of a linear system with known disturbance is considered. The feature of the problem is that the cost of some (but in general not all) control coordinates in the cost functional is much smaller than the costs of the other control coordinates and the state cost. Using the control optimality conditions, the solution of this problem is reduced to solution of a hybrid set of three equations, perturbed by a small parameter. One of these equations is a matrix algebraic Riccati equation, while two others are vector and scalar differential equations subject to terminal conditions at infinity. For this set of the equations, a zero-order asymptotic solution is constructed and justified. Using this asymptotic solution, a relation between solutions of the original problem and the problem, obtained from the original one by replacing the small control cost with zero, is established. Based on this relation, the best achievable performance in the original problem is derived. Illustrative examples are presented.

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