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

DOI10.1016/0893-9659(90)90056-HzbMath0723.34002MaRDI QIDQ757663

Lucas Jodar

Publication date: 1990

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

zbMATH Keywords

explicit formula; coupled matrix Riccati equations; open-loop Nash strategy; two-player linear quadratic non-zero sum discrete time game

Mathematics Subject Classification ID

91A10: Noncooperative games

91A50: Discrete-time games

34A25: Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc.

34A05: Explicit solutions, first integrals of ordinary differential equations