A new class of nonsymmetric algebraic Riccati equations (Q996317): Difference between revisions
From MaRDI portal
Revision as of 15:29, 26 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of nonsymmetric algebraic Riccati equations |
scientific article |
Statements
A new class of nonsymmetric algebraic Riccati equations (English)
0 references
14 September 2007
0 references
A new class of nonsymmetric algebraic Riccati equations is introduced. It is shown that every equation in this class has a unique stabilizing solution, which is the solution required to find the open-loo Nash equilibrium for the differential game. It is also shown that the doubling algorithm can be used to find this solution efficiently. The solution may also be found by the Schur method, and under further assumptions by Newton's method and a basic fixed-point iteration.
0 references
nonsymmetric algebraic Riccati equation
0 references
H-matrix
0 references
stabilizing solution
0 references
Nash equilibrium
0 references
doubling algorithm
0 references
Newton's method
0 references
differential game
0 references
Schur method
0 references
fixed-point iteration
0 references
0 references
0 references
0 references
0 references
