Explicit solutions of Riccati equations appearing in differential games (Q5896606): Difference between revisions
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Revision as of 11:37, 22 February 2024
scientific article; zbMATH DE number 4212468
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English | Explicit solutions of Riccati equations appearing in differential games |
scientific article; zbMATH DE number 4212468 |
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Explicit solutions of Riccati equations appearing in differential games (English)
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1991
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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).
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explicit solution
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matrix Riccati equations
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open-loop Nash strategies
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two player non-zero sum linear-quadratic differential game
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Algebraic conditions
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