Explicit solutions of Riccati equations appearing in differential games (Q5896606): Difference between revisions

The paper deals with matrix Riccati equations whose solutions determine coefficients for open-loop Nash strategies in a two player non-zero sum linear-quadratic differential game (linear state equations and standard quadratic cost functionals having integral and terminal terms). Algebraic conditions insuring the solutions to have a particular explicit form within a neighborhood of the terminal time are given (the idea is to reduce the differential equations for state and costate vectors to the form where the costate vectors are coupled only via the terminal conditions).