An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems (Q1693839): Difference between revisions

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English	An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems	scientific article

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instance of

scholarly article

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title

An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems (English)

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author

M. D. S. Aliyu

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published in

Decisions in Economics and Finance

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publication date

31 January 2018

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zbMATH Keywords

differential games

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coupled Hamilton-Jacobi-Isaacs equations

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vector identity

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successive approximation method

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bounded continuous functions

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convergence

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coupled algebraic Riccati equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10203-017-0184-x

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cites work

Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

0 references

Policy Iterations on the Hamilton–Jacobi–Isaacs Equation for $H_{\infty}$ State Feedback Control With Input Saturation

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Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach

0 references

An approach for solving the Hamilton-Jacobi-Isaacs equation (HJIE) in nonlinear $\mathcal H_{\infty}$ control

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A transformation approach for solving the Hamilton-Jacobi-Bellman equation in ${\mathcal H}_2$ deterministic and stochastic optimal control of affine nonlinear systems.

0 references

Nonlinear H ∞ -Control, Hamiltonian Systems and Hamilton-Jacobi Equations

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Q3431132

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Q4746091

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Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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$H^ \infty$ - optimal control and related minimax design problems. A dynamic game approach

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Dynamic noncooperative game theory

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Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation

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Successive Galerkin approximation algorithms for nonlinear optimal and robust control

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The Hamilton-Jacobi equation. A global approach

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Nonlinear mixedH2/H∞control for robust tracking design of robotic systems

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Q5848416

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Q3413659

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An Additional Algorithm for a System of Coupled Algebraic Matrix Riccati Equations

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Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control

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Q4399897

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Controlled Markov processes and viscosity solutions

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On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games

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Coupled matrix Riccati equations in minimal cost variance control problems

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Robustness of nonlinear state feedback. A survey

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Q5331036

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Global Adaptive Dynamic Programming for Continuous-Time Nonlinear Systems

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Q2709206

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An improved lower matrix bound of the solution of the unified coupled Riccati equation

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Q4861712

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MixedH2/H∞control via state feedback for nonlinear systems

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Q3961832

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Optimal Regulation of Nonlinear Dynamical Systems

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An iterative method of solution of the algebraic Riccati equation

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Solutions to the Hamilton-Jacobi Equation With Algebraic Gradients

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Q5652137

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On the existence of Nash strategies and solutions to coupled Riccati equations in linear-quadratic games

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On the linear-quadratic closed-loop no-memory Nash game

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A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

0 references

Further properties of nonzero-sum differential games

0 references

Nonzero-sum differential games

0 references

Multi-player non-zero-sum games: online adaptive learning solution of coupled Hamilton-Jacobi equations

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Online solution of nonlinear two‐player zero‐sum games using synchronous policy iteration

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Iterative solution of the Riccati equation

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Q4255599

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Q3706043

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Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis

0 references

Identifiers

zbMATH Open document ID

1398.91084

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DOI

10.1007/s10203-017-0184-x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1693839

@@ Property / cites work @@
+Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
+Normal rank
@@ Property / cites work @@
+Policy Iterations on the Hamilton–Jacobi–Isaacs Equation for $H_{\infty}$ State Feedback Control With Input Saturation
+Normal rank
@@ Property / cites work @@
+Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach
+Normal rank
@@ Property / cites work @@
+An approach for solving the Hamilton-Jacobi-Isaacs equation (HJIE) in nonlinear \(\mathcal H_{\infty}\) control
+Normal rank
@@ Property / cites work @@
+A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \({\mathcal H}_2\) deterministic and stochastic optimal control of affine nonlinear systems.
+Normal rank
@@ Property / cites work @@
+Nonlinear H ∞ -Control, Hamiltonian Systems and Hamilton-Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Q3431132
@@ Property / cites work: Q3431132 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4746091
@@ Property / cites work: Q4746091 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+\(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
+Normal rank
@@ Property / cites work @@
+Dynamic noncooperative game theory
@@ Property / cites work: Dynamic noncooperative game theory / rank @@
+Normal rank
@@ Property / cites work @@
+Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
+Normal rank
@@ Property / cites work @@
+Successive Galerkin approximation algorithms for nonlinear optimal and robust control
+Normal rank
@@ Property / cites work @@
+The Hamilton-Jacobi equation. A global approach
@@ Property / cites work: The Hamilton-Jacobi equation. A global approach / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear mixed<i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for robust tracking design of robotic systems
+Normal rank
@@ Property / cites work @@
+Q5848416
@@ Property / cites work: Q5848416 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3413659
@@ Property / cites work: Q3413659 / rank @@
+Normal rank
@@ Property / cites work @@
+An Additional Algorithm for a System of Coupled Algebraic Matrix Riccati Equations
+Normal rank
@@ Property / cites work @@
+Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. II. Optimal control
+Normal rank
@@ Property / cites work @@
+Q4399897
@@ Property / cites work: Q4399897 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games
+Normal rank
@@ Property / cites work @@
+Coupled matrix Riccati equations in minimal cost variance control problems
+Normal rank
@@ Property / cites work @@
+Robustness of nonlinear state feedback. A survey
@@ Property / cites work: Robustness of nonlinear state feedback. A survey / rank @@
+Normal rank
@@ Property / cites work @@
+Q5331036
@@ Property / cites work: Q5331036 / rank @@
+Normal rank
@@ Property / cites work @@
+Global Adaptive Dynamic Programming for Continuous-Time Nonlinear Systems
+Normal rank
@@ Property / cites work @@
+Q2709206
@@ Property / cites work: Q2709206 / rank @@
+Normal rank
@@ Property / cites work @@
+An improved lower matrix bound of the solution of the unified coupled Riccati equation
+Normal rank
@@ Property / cites work @@
+Q4861712
@@ Property / cites work: Q4861712 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed<i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control via state feedback for nonlinear systems
+Normal rank
@@ Property / cites work @@
+Q3961832
@@ Property / cites work: Q3961832 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Regulation of Nonlinear Dynamical Systems
@@ Property / cites work: Optimal Regulation of Nonlinear Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+An iterative method of solution of the algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Solutions to the Hamilton-Jacobi Equation With Algebraic Gradients
+Normal rank
@@ Property / cites work @@
+Q5652137
@@ Property / cites work: Q5652137 / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of Nash strategies and solutions to coupled Riccati equations in linear-quadratic games
+Normal rank
@@ Property / cites work @@
+On the linear-quadratic closed-loop no-memory Nash game
+Normal rank
@@ Property / cites work @@
+A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
+Normal rank
@@ Property / cites work @@
+Further properties of nonzero-sum differential games
+Normal rank
@@ Property / cites work @@
+Nonzero-sum differential games
@@ Property / cites work: Nonzero-sum differential games / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-player non-zero-sum games: online adaptive learning solution of coupled Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Online solution of nonlinear two‐player zero‐sum games using synchronous policy iteration
+Normal rank
@@ Property / cites work @@
+Iterative solution of the Riccati equation
@@ Property / cites work: Iterative solution of the Riccati equation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3706043
@@ Property / cites work: Q3706043 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed ℋ/sub 2/ and ℋ/sub ∞/ performance objectives. I. Robust performance analysis
+Normal rank