Solving coupled Riccati matrix differential systems

DOI10.1016/0893-9659(91)90114-BMaRDI QIDQ810219zbMATH OpenFDO

Authors L. Jódar

Publication date 1991

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

zbMATH Keywords

explicit solutionassociated algebraic matrix Riccati equationnonzero-sum linear quadratic differential gamespair of coupled matrix Riccati differential equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Explicit solutions, first integrals of ordinary differential equations (34A05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• scientific article; zbMATH DE number 3388871 (Why is no real title available?)
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• Computing integrals involving the matrix exponential
• Explicit solutions of Riccati equations appearing in differential games
• Nonzero-sum differential games
• On the Matrix Riccati Equation

Cited in

(8)

• Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
• scientific article; zbMATH DE number 799614 (Why is no real title available?)
• scientific article; zbMATH DE number 4101018 (Why is no real title available?)
• Coupled matrix Riccati equations in minimal cost variance control problems
• Combined method for the solution of asymmetric Riccati differential equations
• Systems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronization
• Advanced type coupled matrix Riccati differential equation systems with Kronecker product
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms

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