On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\)

DOI10.1016/S0947-3580(96)70030-4zbMath0858.90150MaRDI QIDQ1925133

Seung-Rae Lee, Gerhard Freiling, Gerhard Jank, Hisham Abou-Kandil

Publication date: 23 March 1997

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

existence of solutionsdependence on parametersalgebraic Riccati equationsgame Riccati differential equations

Mathematics Subject Classification ID

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

Related Items (6)

Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters ⋮ Decentralized strategies for finite population linear-quadratic-Gaussian games and teams ⋮ Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations ⋮ Discussion on: `Discrete-time Riccati equations in open-loop Nash and Stackelberg games' by G. Freiling, G. Jank and H. Abou-Kandil. ⋮ Linear quadratic mean field social control with common noise: a directly decoupling method ⋮ A survey of nonsymmetric Riccati equations

Cites Work

• Inertia characteristics of self-adjoint matrix polynomials
• Non-symmetric matrix Riccati equations
• Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations
• Phase Portrait of the Matrix Riccati Equation
• A game-theoretic approach to a finite-time disturbance attenuation problem
• On the Game Riccati Equations Arising in $H_\infty $ Control Problems
• H/sub infinity /-control by state-feedback and fast algorithms for the computation of optimal H/sub infinity /-norms
• On a Matrix Riccati Equation of Stochastic Control

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