Exact solution of a class of strongly coupled Riccati matrix differential equations

DOI10.1016/0096-3003(91)90031-HzbMath0732.34001OpenAlexW2042130268MaRDI QIDQ809238

Enrique Navarro, Lucas Jodar

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0096-3003(91)90031-h

zbMATH Keywords

closed form solutionsN-player quadratic differential gameNash controlRiccati matrix differential equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Explicit solutions, first integrals of ordinary differential equations (34A05) Real-analytic and Nash manifolds (58A07)

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Inertia characteristics of self-adjoint matrix polynomials
• On the uniqueness of the Nash solution in linear-quadratic differential games
• A series solution to the Nash strategy for large scale interconnected systems
• Nonzero-sum differential games
• Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games
• Analytic solution for a class of linear quadratic open-loop Nash games
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• Computing integrals involving the matrix exponential
• On the solution of the open-loop Nash Riccati equations in linear quadratic differential games

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