Explicit solutions of Riccati equations appearing in differential games

DOI10.1016/0893-9659(90)90036-BMaRDI QIDQ5895243zbMATH OpenFDO

Authors L. Jódar

Publication date 1990

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(90)90036-B

zbMATH Keywords

algebraic transformationcoupled asymmetric Riccati type matrix differential equationsnoncooperative controltwo-point boundary value problems

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23)

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Cites work

• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• Analytic solution for a class of linear quadratic open-loop Nash games
• Computing integrals involving the matrix exponential
• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Inertia characteristics of self-adjoint matrix polynomials
• Nonzero-sum differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games

Cited in

(12)

• Syntheses of differential games and pseudo-Riccati equations
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• Precise integration method for solving noncooperative LQ differential game
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• Lyapunov iterations for coupled Riccati differential equations arising in connection with Nash differential games
• scientific article; zbMATH DE number 2211234 (Why is no real title available?)
• Explicit solutions of Riccati equations appearing in differential games
• Constructive methods for obtaining the solution of the periodic boundary value problem for a system of matrix differential equations of Riccati type
• Analytic solution for a class of discrete-time Riccati equations arising in Nash games
• Solving coupled Riccati matrix differential systems

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