05.07.2017
Статия със съавтор проф. Иван Иванов беше приета за печат в научното списание IET Control Theory & Applications.
Vasile Dragan and Ivan Ivanov
Abstract:We consider the infinite horizon linear quadratic differential games for positive linear systems with Markovian jumping.Our goal is to propose a set of sufficient conditions that guarantee the existence of the stabilizing solution of a system of gametheoretic algebraic Riccati type equations associated to the considered differential game. To this end we introduce a new type ofsolution of the Riccati equation namely the strong stabilizing solution and we are proving that this strong stabilizing solution is justa stabilizing solution of this kind of Riccati equation. The main contribution is the formulation of a set of sufficient conditions whichguarantee the convergence of the proposed iterative procedure to the stabilizing solution of game theoretic algebraic Riccati typeequation. Finally, a numerical example shows the performance of the proposed algorithm.