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

DOI10.1016/0096-3003(91)90031-HMaRDI QIDQ809238zbMATH OpenOpenAlexFDO

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

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

Review text

This paper develops closed form solutions for the open-loop Nash control of an N-player quadratic differential game under a technical assumption which implies that the player's optimization problems can be decoupled.

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Cites work

• 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
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• 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

(7)

• Exact computable solution of a class of strongly coupled Riccati equations
• Closed analytical solution of Riccati type matrix differential equations
• Analytic solution for a class of linear quadratic open-loop Nash games
• scientific article; zbMATH DE number 36706 (Why is no real title available?)
• scientific article; zbMATH DE number 62771 (Why is no real title available?)
• On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games
• Advanced type coupled matrix Riccati differential equation systems with Kronecker product

Describes a project that uses

Uses Software

• Matlab

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