Iterative solution of algebraic matrix Riccati equations in open loop Nash games

DOI10.1002/RNC.966MaRDI QIDQ4651607zbMATH OpenOpenAlexFDO

Authors Teresa Paula Azevedo-Perdicoúlis, G. Jank

Publication date 22 February 2005

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.966

zbMATH Keywords

fixed point iterationlinear quadratic gamesNash gamesnon-symmetric algebraic Riccati equations

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Differential games (aspects of game theory) (91A23)

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Cites work

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• Riccati differential equations

Cited in

(15)

• Linear quadratic Nash games on positive linear systems
• The solution set of the N-player scalar feedback Nash algebraic Riccati equations
• Iterative algorithms for computing the feedback Nash equilibrium point for positive systems
• The Nash equilibrium in open loop linear quadratic games for positive systems
• scientific article; zbMATH DE number 493138 (Why is no real title available?)
• scientific article; zbMATH DE number 1841947 (Why is no real title available?)
• scientific article; zbMATH DE number 1908219 (Why is no real title available?)
• scientific article; zbMATH DE number 836594 (Why is no real title available?)
• The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
• Computing the Nash equilibrium for LQ games on positive systems iteratively
• A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games
• Solving the scalar feedback Nash algebraic Riccati equations: an eigenvector approach
• Algorithms for computing Nash equilibria in deterministic LQ games
• An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
• A new class of nonsymmetric algebraic Riccati equations

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