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scientific article; zbMATH DE number 1908252
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scientific article; zbMATH DE number 1908252 |
Statements
8 May 2003
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non-symmetric algebraic Riccati system
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Popov function
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linear quadratic Nash game
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Toeplitz operator
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Nash equilibria
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0.88440526
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0.8827474
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0.8802849
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The paper extends the generalized Riccati theory in \textit{V. Ionescu, C. Oara} and \textit{M.Weiss} [Generalized Riccati theory and robust control. A Popov function approach. Chichester: John Wiley \& Sons (1999; Zbl 0915.34024)] to non-symmetric algebraic Riccati equations and characterizes unique Nash equilibria for linear quadratic open-loop Nash games on the infinite time horizon in the most general case. The latter is obtained as an application of the main result: the existence of a stabilizing solution to the non-symmetric algebraic Riccati equation is shown to be equivalent to the invertibility of a certain Toeplitz operator, whose symbol is the transfer matrix function of an exponentially dichotomic system. For the entire collection see [Zbl 0990.00073].
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