Exact solution of a class of strongly coupled Riccati matrix differential equations (Q809238)

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Exact solution of a class of strongly coupled Riccati matrix differential equations
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    Exact solution of a class of strongly coupled Riccati matrix differential equations (English)
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    1991
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    This paper develops closed form solutions for the open-loop Nash control of an N-player quadratic differential game under a technical assumption which implies that the player's optimization problems can be decoupled.
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    Riccati matrix differential equations
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    closed form solutions
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    Nash control
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    N-player quadratic differential game
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