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On the existence of solutions to coupled matrix Riccati differential equations in linear quadratic Nash games

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Publication:4185406
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DOI10.1109/TAC.1979.1101958zbMath0401.49021MaRDI QIDQ4185406

Cruz, J. B. jun., George P. Papavassilopoulos

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)


zbMATH Keywords

Sufficient ConditionsCoupled Matrix Riccati Differential EquationsNash Games


Mathematics Subject Classification ID

2-person games (91A05) Differential games (aspects of game theory) (91A23) Optimality conditions (49K99)


Related Items (4)

Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions ⋮ Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility ⋮ Robust state-dependent mean-variance portfolio selection: a closed-loop approach ⋮ Existence of solutions of a Riccati differential system from a general cumulant control problem




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