Analytic solution for a class of discrete-time Riccati equations arising in Nash games

DOI10.1016/0893-9659(90)90056-HzbMath0723.34002OpenAlexW2017945910MaRDI QIDQ757663

Lucas Jodar

Publication date: 1990

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(90)90056-h

zbMATH Keywords

explicit formulacoupled matrix Riccati equationsopen-loop Nash strategytwo-player linear quadratic non-zero sum discrete time game

Mathematics Subject Classification ID

Noncooperative games (91A10) Discrete-time games (91A50) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Explicit solutions, first integrals of ordinary differential equations (34A05)

Cites Work

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• Inertia characteristics of self-adjoint matrix polynomials
• Dynamic noncooperative game theory
• Nonzero-sum differential games
• Recursive algorithms for Nash strategies in two-player difference games†
• Optimal economic stabilization policies under decentralized control and conflicting objectives

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