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An Introduction to Dynamic Games Lctn - A. Haurie

An Introduction to Dynamic Games Lctn - A. Haurie

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Published by: lojban on Oct 04, 2011
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05/24/2012

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In a more general setting a controlled dynamical system is described by the the state
equation

˙x(t) = f(x(t),u(t),t)

(7.3)

x(t0

) = x0
,

(7.4)

u(t) U IRm

(7.5)

where x IRn

is the state variable, u IRm

is the control variable constrained to

remain in the set U IRm

, f(·,·,·) : IRn

×IRm

×IR IRn

is the velocity function and

x0

IRn

is the initial state. Under some regularity conditions that we shall describe
shortly, if the controller chooses a control function u(·) : [t0

,tf

] u(t) U, it results

a unique solution x(·) : [t0

,tf

] u(t) IRn

to the differential equation (7.3), with
initial condition (7.4). This solution x(·) is called the state trajectory generated by the
control u(·) from the initial state x0
.

Indeed one must impose some regularity conditions for assuring that the funda-
mental theorem of existence and uniqueness of the solution to a system of differential
equations can be invoked. We give below the simplest set of conditions. There are
more general ones that will be needed later on, but for the moment we shall content
ourselves with the following

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