Solving coupled Riccati matrix differential systems

DOI10.1016/0893-9659(91)90114-BzbMath0733.34002MaRDI QIDQ810219

Lucas Jodar

Publication date: 1991

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

zbMATH Keywords

explicit solutionassociated algebraic matrix Riccati equationnonzero-sum linear quadratic differential gamespair of coupled matrix Riccati differential equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Explicit solutions, first integrals of ordinary differential equations (34A05)

Related Items (1)

Systems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronization

Cites Work

• Unnamed Item
• Unnamed Item
• Nonzero-sum differential games
• On the Matrix Riccati Equation
• A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
• Computing integrals involving the matrix exponential
• Explicit solutions of Riccati equations appearing in differential games

This page was built for publication: Solving coupled Riccati matrix differential systems