Exact computable solution of a class of strongly coupled Riccati equations

DOI10.1016/0377-0427(91)90034-HMaRDI QIDQ1177205zbMATH OpenOpenAlexFDO

Authors Enrique Navarro, L. Jódar

Publication date 26 June 1992

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(91)90034-h

zbMATH Keywords

computabilitystrongly coupled Riccati matrix differential systemtwo-player linear quadratic noncooperative differential game

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Differential games (aspects of game theory) (91A23)

Review text

The authors consider a strongly coupled Riccati matrix differential system arising in a two-player linear quadratic noncooperative differential game. They obtain sufficient conditions for an explicit computable solution in terms of the data dimension of this system. A numerical example illustrating the computability of the proposed solution is given.

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Cites work

• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• A Schur method for solving algebraic Riccati equations
• Analytic solution for a class of linear quadratic open-loop Nash games
• Computing integrals involving the matrix exponential
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Inertia characteristics of self-adjoint matrix polynomials
• Nonzero-sum differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games

Cited in

(4)

• The open-loop linear quadratic differential game for index one descriptor systems
• scientific article; zbMATH DE number 799614 (Why is no real title available?)
• Exact solution of a class of strongly coupled Riccati matrix differential equations
• Solving coupled Riccati matrix differential systems

Describes a project that uses

Uses Software

• Matlab

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