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)

zbMATH Keywords

two-point boundary value problemsalgebraic transformationnoncooperative controlcoupled asymmetric Riccati type matrix differential equations

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• 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
• Inertia characteristics of self-adjoint matrix polynomials
• Nonzero-sum differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games

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(10)

• Syntheses of differential games and pseudo-Riccati equations
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• Constructive methods for obtaining the solution of the periodic boundary value problem for a system of matrix differential equations of Riccati type
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• Solving coupled Riccati matrix differential systems
• Analytic solution for a class of discrete-time Riccati equations arising in Nash games
• Lyapunov iterations for coupled Riccati differential equations arising in connection with Nash differential games
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• Precise integration method for solving noncooperative LQ differential game

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