Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems

DOI10.1016/j.amc.2006.09.100zbMath1118.65048OpenAlexW2123130671MaRDI QIDQ2371405

Hiroaki Mukaidani

Publication date: 4 July 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.09.100

zbMATH Keywords

convergencequadratic convergencealternating direction implicit methodNewton-Kantorovich theoremfixed point algorithmlinear-quadratic differential games

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Differential games (aspects of game theory) (91A23) Matrix equations and identities (15A24) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (7)

Nonzero-sum differential games of continuous-time nonlinear systems with uniformly ultimately \(\varepsilon\)-bounded by adaptive dynamic programming ⋮ On the iterative method for the system of nonlinear matrix equations ⋮ Iterative algorithm for solving a system of nonlinear matrix equations ⋮ Numerical computation for \(H_{\infty }\) output feedback control for strongly coupled large-scale systems ⋮ Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems ⋮ Solution of a class of cross-coupled nonlinear matrix equations ⋮ Soft-constrained stochastic Nash games for weakly coupled large-scale systems

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