Exact computable solution of a class of strongly coupled Riccati equations

DOI10.1016/0377-0427(91)90034-HzbMATH Open0746.90092OpenAlexW2091964491MaRDI QIDQ1177205FDOQ1177205

Authors: Enrique Navarro, L. Jódar 

Publication date: 26 June 1992

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(91)90034-h

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zbMATH Keywords

computabilitystrongly coupled Riccati matrix differential systemtwo-player linear quadratic noncooperative differential game

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Inertia characteristics of self-adjoint matrix polynomials
• Computing integrals involving the matrix exponential
• Nonzero-sum differential games
• Title not available (Why is that?)
• A Schur method for solving algebraic Riccati equations
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games
• Analytic solution for a class of linear quadratic open-loop Nash games
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms

Cited In (2)

• Title not available (Why is that?)
• The open-loop linear quadratic differential game for index one descriptor systems

Uses Software

• Matlab

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