Precise integration method for solving noncooperative LQ differential game
Summary: The key of solving the noncooperative linear quadratic (LQ) differential game is to solve the coupled matrix Riccati differential equation. The precise integration method based on the adaptive choosing of the two parameters is expanded from the traditional symmetric Riccati differential equation to the coupled asymmetric Riccati differential equation in this paper. The proposed expanded precise integration method can overcome the difficulty of the singularity point and the ill-conditioned matrix in the solving of coupled asymmetric Riccati differential equation. The numerical examples show that the expanded precise integration method gives more stable and accurate numerical results than the ``direct integration method and the ``linear transformation method.
- A characterization of groups in terms of the degrees of their characters
- Combined method for the solution of asymmetric Riccati differential equations
- Duality system in applied mechanics and optimal control.
- Dynamic noncooperative game theory
- scientific article; zbMATH DE number 1372523 (Why is no real title available?)
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- Numerical method based on Hamilton system and symplectic algorithm to differential games
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- On the uniqueness of Nash strategies for a class of analytic differential games
- Riccati differential equations
- Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games
- The numerical solution of the matrix Riccati differential equation
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