A Solution of Two-Person Zero Sum Differential Games with Incomplete State Information

  • Kanghao Du
  • Ruizhuo SongEmail author
  • Qinglai Wei
  • Bo Zhao
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11554)


This paper introduces a two-player zero-sum differential game with imperfect state information, focusing on the situation with linear system, quadratic cost functional and state measurement contains white Gaussian noise. A solution is put forward in view of a special situation where one controller has available noise-corrupted measurement and the other has only one priori information. In addition, Kalman filter is used for state estimation. In subsequent section, a simulation based on a linear differential game problem is proposed, which is a well corroborate of the theoretical part. Finally concludes the research work on this paper, and points out the need to further expand in the future.


Differential game Imperfect state information Noise-corrupted measurement Kalman filter 



This work was supported in part by the National Natural Science Foundation of China under Grants 61873300, 61722312, and in part by the Fundamental Research Funds for the Central Universities under Grant FRF-GF-17-B45.


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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Kanghao Du
    • 1
  • Ruizhuo Song
    • 1
    Email author
  • Qinglai Wei
    • 2
  • Bo Zhao
    • 3
  1. 1.University of Science and Technology BeijingBeijingChina
  2. 2.Institute of AutomationChinese Academy of SciencesBeijingChina
  3. 3.School of Systems ScienceBeijing Normal UniversityBeijingChina

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