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