Exact solution of a class of strongly coupled Riccati matrix differential equations

DOI10.1016/0096-3003(91)90031-HzbMATH Open0732.34001OpenAlexW2042130268MaRDI QIDQ809238FDOQ809238

Authors L. Jódar, Enrique Navarro 

Publication date 1991

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(91)90031-h

zbMATH Keywords

closed form solutionsN-player quadratic differential gameNash controlRiccati matrix differential equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Explicit solutions, first integrals of ordinary differential equations (34A05) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Real-analytic and Nash manifolds (58A07)

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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• A series solution to the Nash strategy for large scale interconnected systems
• 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
• On the solution of the open-loop Nash Riccati equations in linear quadratic differential games
• On the uniqueness of the Nash solution in linear-quadratic differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games

Cited in

(5)

• scientific article; zbMATH DE number 62771 (Why is no real title available?)
• Analytic solution for a class of linear quadratic open-loop Nash games
• Closed analytical solution of Riccati type matrix differential equations
• Advanced type coupled matrix Riccati differential equation systems with Kronecker product
• Exact computable solution of a class of strongly coupled Riccati equations

Describes a project that uses

Uses Software

• Matlab

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