Exact computable solution of a class of strongly coupled Riccati equations (Q1177205)
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scientific article; zbMATH DE number 20049
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| English | Exact computable solution of a class of strongly coupled Riccati equations |
scientific article; zbMATH DE number 20049 |
Statements
Exact computable solution of a class of strongly coupled Riccati equations (English)
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26 June 1992
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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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strongly coupled Riccati matrix differential system
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two-player linear quadratic noncooperative differential game
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computability
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0.9503795
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0.91847116
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0.9066861
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0.90131515
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0.8885851
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0.8880694
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