Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games (Q1187601)
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| Language | Label | Description | Also known as |
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| English | Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games |
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Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games (English)
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13 August 1992
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The aim of this paper is to study explicitly an analytic solution of a coupled Riccati differential equation arising in open-loop Nash games. The case where an explicit solution exists for the decoupled problem which is obtained by means of appropriate algebraic transformation is considered as well as the case where one assumes the existence of a solution of a Riccati matrix equation with rectangular coefficients.
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coupled Riccati differential equation
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open-loop Nash games
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explicit solution
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algebraic transformation
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Riccati matrix equation
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