Solving coupled Riccati matrix differential systems
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Publication:810219
DOI10.1016/0893-9659(91)90114-BzbMath0733.34002MaRDI QIDQ810219
Publication date: 1991
Published in: Applied Mathematics Letters (Search for Journal in Brave)
explicit solution; associated algebraic matrix Riccati equation; nonzero-sum linear quadratic differential games; pair of coupled matrix Riccati differential equations
91A23: Differential games (aspects of game theory)
34A05: Explicit solutions, first integrals of ordinary differential equations