中文摘要：

针对有限时间段内的离散时不变双线性系统二次型性能指标的鞍点均衡问题，通过应用动态规划原理，将鞍点均衡问题转化为双线性系统的非线性两点边值问题，再引入一个变换，将非线性两点边值问题转化成一个具有“分离”形式的“线性”两点边值问题，最后利用一种新的迭代算法对“线性”两点边值问题进行求解，为离散双线性系统的微分博弈理论求解提供了一种新的思路．

英文摘要：

Regarding the saddle-point equilibrium for discrete time bilinear-quadratic control in the finite time, the saddle-point equilibrium is converted into a nonlinear two point boundary value by using the dynamic programming principal. Then by using a transformation, the nonlinear two point boundary value is transformed into a ＂linear＂ two point boundary value with ＂separate＂ form. Finally, a new iterative algorithm is constructed to solve the problem, which provides a new approach to the problem with the differential games of discrete-time bilinear systems.