An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
DOI10.1007/s10203-017-0184-xzbMath1398.91084OpenAlexW2575324015MaRDI QIDQ1693839
Publication date: 31 January 2018
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-017-0184-x
convergencedifferential gamessuccessive approximation methodcoupled algebraic Riccati equationsbounded continuous functionscoupled Hamilton-Jacobi-Isaacs equationsvector identity
Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Nonlinear systems in control theory (93C10) (H^infty)-control (93B36)
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