A new class of nonsymmetric algebraic Riccati equations (Q996317)
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scientific article; zbMATH DE number 5190967
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| English | A new class of nonsymmetric algebraic Riccati equations |
scientific article; zbMATH DE number 5190967 |
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A new class of nonsymmetric algebraic Riccati equations (English)
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14 September 2007
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A new class of nonsymmetric algebraic Riccati equations is introduced. It is shown that every equation in this class has a unique stabilizing solution, which is the solution required to find the open-loo Nash equilibrium for the differential game. It is also shown that the doubling algorithm can be used to find this solution efficiently. The solution may also be found by the Schur method, and under further assumptions by Newton's method and a basic fixed-point iteration.
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nonsymmetric algebraic Riccati equation
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H-matrix
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stabilizing solution
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Nash equilibrium
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doubling algorithm
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Newton's method
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differential game
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Schur method
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fixed-point iteration
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0.8768659234046936
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0.8508896231651306
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0.8492604494094849
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