Regarding the saddle-po int equ ilibrium for discrete t ime bilinear-quadratic controlin the f in ite t ime
the sadd le-po int equ ilibrium is converted into a non linear tw o po int boundary va lue by using the dynam ic prog ramm ing pr incipa.l Then by using a transfo rmation
the nonlinear tw o po int boundary value is transfo rmed in to a "linear" two point boundary va luew ith "separate" form. Finally
a new iterative a lgorithm is constructed to solve the problem
w hich provides a new approach to the problem w ith the differential gam es o f discrete-time b ilinear systems.
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references
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