An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds
Publication:1121650
DOI10.1016/0377-0427(89)90038-1zbMath0674.65042OpenAlexW2063556019MaRDI QIDQ1121650
Publication date: 1989
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(89)90038-1
algorithmsuccessive approximation methoderror boundsconvergence intervalsystem of matrix Riccati differential equations
Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Uses Software
Cites Work
- Nonzero-sum differential games
- Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games
- Differential equation s in abstract spaces
- Analytic solution for a class of linear quadratic open-loop Nash games
- Explicit solutions for a system of coupled Lyapunov differential matrix equations
- On direct product matrices
- On the solution of the open-loop Nash Riccati equations in linear quadratic differential games
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