Iterative solution of algebraic matrix Riccati equations in open loop Nash games

DOI10.1002/rnc.966zbMath1056.93019OpenAlexW2094121839MaRDI QIDQ4651607

Gerhard Jank, Teresa Paula Azevedo-Perdicoúlis

Publication date: 22 February 2005

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.966

zbMATH Keywords

fixed point iterationNash gameslinear quadratic gamesnon-symmetric algebraic Riccati equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10)

Related Items (4)

Algorithms for computing Nash equilibria in deterministic LQ games ⋮ A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games ⋮ A new class of nonsymmetric algebraic Riccati equations ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case

Cites Work

• Riccati differential equations
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