Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities

In general, nonlinear output feedback dynamic games are infinite-dimensiona l This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach is i ntroduced to recast these games as one of full information in infinite dime nsions. Explicit solutions of the first-order partial differential informat ion state equation are derived in terms of a finite-number of sufficient st atistics. When the nonlinearities are sector bounded, suboptimal finite-dim ensional strategies are derived.