Finite-Dimensional Nonlinear Output FeedbackDynamic Games and Bounds for Sector

@inproceedings{Charalambous1999FiniteDimensionalNO,
  title={Finite-Dimensional Nonlinear Output FeedbackDynamic Games and Bounds for Sector},
  author={NonlinearitiesCharalambos D. Charalambous and Robert J. Elliott},
  year={1999}
}
In general, nonlinear output feedback dynamic games are innnite-dimensional. This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach is introduced to re-cast these games as one of full information in innnite-dimensions. Explicit solutions of the rst-order partial diieren-tial information state equation are derived in terms of a nite-number of suucient statistics. When the nonlinearities are sector bounded… CONTINUE READING