Exact solution of a class of strongly coupled Riccati matrix differential equations (Q809238)

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scientific article; zbMATH DE number 4210552
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    Exact solution of a class of strongly coupled Riccati matrix differential equations
    scientific article; zbMATH DE number 4210552

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      Exact solution of a class of strongly coupled Riccati matrix differential equations (English)
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      1991
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      This paper develops closed form solutions for the open-loop Nash control of an N-player quadratic differential game under a technical assumption which implies that the player's optimization problems can be decoupled.
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      Riccati matrix differential equations
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      closed form solutions
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      Nash control
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      N-player quadratic differential game
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