LQ Dynamic Optimization and Differential Games

By J. Engwerda. 2005

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The Magnus expansion and some of its applications (2008, background): “(363) can be written as [80,200] x′ = M(t,K(t))x, (364) where K(t) ∈ Rd×d has to solve a Riccati differential equation similar to (339) with final condition K(T ) = Kf .”
A Differential Game Approach to Formation Control (2008, background): “…equilibrium solution is, in particular, very popular for the problems where the underlying model can be described by a set of linear differential equations and individual objectives can be approximated by functions which quadratically penalize deviations from some equilibrium targets [20], [21].”
Less conservative robustness analysis of linear parameter varying systems using integral quadratic constraints (2016, background): “Statements 3 and 4 follow from known results on linear quadratic games [31, 32].”