Exact computable solution of a class of strongly coupled Riccati equations
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Publication:1177205
DOI10.1016/0377-0427(91)90034-HzbMath0746.90092MaRDI QIDQ1177205
Publication date: 26 June 1992
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
computability; strongly coupled Riccati matrix differential system; two-player linear quadratic noncooperative differential game
91A23: Differential games (aspects of game theory)
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Uses Software
Cites Work
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- Nonzero-sum differential games
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- A Schur method for solving algebraic Riccati equations
- Computing integrals involving the matrix exponential