English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

This paper addresses the problem of steering a discrete-time linear dynamicalsystem from an initial Gaussian distribution to a final distribution in agame-theoretic setting. One of the two players strives to minimize a quadraticpayoff, while at the same time tries to meet a given mean and covarianceconstraint at the final time-step. The other player maximizes the same payoff,but it is assumed to be indifferent to the terminal constraint. At first, theunconstrained version of the game is examined, and the necessary conditions forthe existence of a saddle point are obtained. We then show that obtaining asolution for the one-sided constrained dynamic game is not guaranteed, andsubsequently the players' best responses are analyzed. Finally, we propose tonumerically solve the problem of steering the distribution under adversarialscenarios using the Jacobi iteration method. The problem of guiding a missileduring the endgame is chosen to analyze the proposed approach. A numericalsimulation corresponding to the case where the terminal distribution is notachieved is also included, and discuss the necessary conditions to meet theterminal constraint.

Covariance Steering for Discrete-Time Linear-Quadratic Stochastic Dynamic Games