A nonsymmetric Nash-Riccati equation and decoupled schemes for a stabilizing solution

MaRDI QIDQ4994271zbMATH OpenFDO

Authors I. G. Ivanov, Vladislav Krasimirov Tanov

Publication date 17 June 2021

Full work available at URL http://www.math.nthu.edu.tw/~amen/2020/AMEN-190804.pdf

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zbMATH Keywords

iterative schemenonsymmetric Nash-Riccati equationpositive systemsquadratic gamesstabilizing solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

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Cites work

• A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
• Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H_ control problems
• Computing the Nash equilibrium for LQ games on positive systems iteratively
• Iterative algorithms for computing the feedback Nash equilibrium point for positive systems
• Linear quadratic Nash games on positive linear systems
• New alternately linearized implicit iteration for M-matrix algebraic Riccati equations
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Numerical study on nonsymmetric algebraic Riccati equations
• On algebraic Riccati equations associated with \(M\)-matrices
• On the iterative solution of a class of nonsymmetric algebraic Riccati equations
• On the open-loop Nash equilibrium in LQ-games

Cited in

(3)

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