Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

DOI10.1080/00207721.2016.1212431zbMath1362.49022OpenAlexW2491956038MaRDI QIDQ2974221

Boryana C. Bogdanova, Lars Imsland, Ivan Ganchev Ivanov

Publication date: 6 April 2017

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/2492711

zbMATH Keywords

generalized Riccati equationpositive systemstabilizing solutionfeedback Nash equilibrium\(H_\infty\) optimal control problem\(N\)-player linear quadratic differential games

Mathematics Subject Classification ID

Newton-type methods (49M15) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Linear-quadratic optimal control problems (49N10) Pursuit and evasion games (49N75)

Related Items (3)

Unnamed Item ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ Data-driven adaptive dynamic programming for partially observable nonzero-sum games via Q-learning method

Cites Work

• Robust equilibria in indefinite linear-quadratic differential games
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• Nonzero-sum differential games
• On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations
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• Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
• Admissibility for positive continuous-time descriptor systems
• Stability of Multiple Markets: The Hicks Conditions
• Newton's method for a rational matrix equation occurring in stochastic control

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