Analytic solution for a class of linear quadratic open-loop Nash games

DOI10.1080/00207178608933518MaRDI QIDQ3724114zbMATH OpenOpenAlexWikidataFDO

Authors P. Bertrand, Hisham Abou-Kandil

Publication date 1986

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178608933518

zbMATH Keywords

analytic solutionlinear differential games with quadratic cost functionalsopen-loop Nash strategyRiccati matrix differential equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Game theory (91A99)

Recommendations

• Analytical solution for a class of linear quadratic open-loop Nash game with multiple players
• Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games
• Explicit solutions of Riccati equations appearing in differential games
• scientific article; zbMATH DE number 36706
• Exact solution of a class of strongly coupled Riccati matrix differential equations

Cites work

• A series solution to the Nash strategy for large scale interconnected systems
• Nonzero-sum differential games
• On a class of nonzero-sum, linear-quadratic differential games
• On the solution of the open-loop Nash Riccati equations in linear quadratic differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games

Cited in

(23)

• The open-loop linear quadratic differential game for index one descriptor systems
• An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds
• Kronecker products and coupled matrix Riccati differential systems
• On the open-loop Nash equilibrium in LQ-games
• Exact computable solution of a class of strongly coupled Riccati equations
• Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games
• Computational aspects of the open-loop Nash equilibrium in linear quadratic games
• Asymptotic analysis of linear feedback Nash equilibria in nonzero-sum linear-quadratic differential games
• Discrete-time Riccati equations in open-loop Nash and Stackelberg games.
• Necessary conditions for constant solutions of coupled Riccati equations in Nash games
• Open-loop Nash equilibrium in polynomial differential games via state-dependent Riccati equation
• Feedback strategies for discrete-time linear-quadratic two-player descriptor games
• scientific article; zbMATH DE number 7449535 (Why is no real title available?)
• Analytical solution for a class of linear quadratic open-loop Nash game with multiple players
• Linear Quadratic Differential Games: An Overview
• Magnus integrators for solving linear-quadratic differential games
• A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games
• Explicit solutions of Riccati equations appearing in differential games
• Explicit solutions of Riccati equations appearing in differential games
• To play or not to play: a characterization of the marginal contribution of the opponent in a class of LQ differential games
• Exact solution of a class of strongly coupled Riccati matrix differential equations
• Algorithms for computing Nash equilibria in deterministic LQ games
• Generalized Riccati equations associated with guaranteed cost control: an overview of solutions and features

This page was built for publication: Analytic solution for a class of linear quadratic open-loop Nash games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3724114)