Analytic solution for a class of discrete-time Riccati equations arising in Nash games

DOI10.1016/0893-9659(90)90056-HMaRDI QIDQ757663zbMATH OpenOpenAlexFDO

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)90056-h

zbMATH Keywords

explicit formulacoupled matrix Riccati equationsopen-loop Nash strategytwo-player linear quadratic non-zero sum discrete time game

Mathematics Subject Classification ID

Noncooperative games (91A10) Explicit solutions, first integrals of ordinary differential equations (34A05) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Discrete-time games (91A50)

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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?)
• Dynamic noncooperative game theory
• Inertia characteristics of self-adjoint matrix polynomials
• Nonzero-sum differential games
• Optimal economic stabilization policies under decentralized control and conflicting objectives
• Recursive algorithms for Nash strategies in two-player difference games†

Cited in

(3)

• scientific article; zbMATH DE number 62771 (Why is no real title available?)
• Analytical solution for a class of linear quadratic open-loop Nash game with multiple players
• Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games

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