Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games

In this paper we present explicit analytic solutions of coupled Riccati matrix differential systems appearing in open-loop Nash games. Two different cases are considered. Firstly, by means of appropriate algebraic transformations the problem is decoupled so that an explicit solution of the problem i...

詳細記述

書誌詳細
出版年:International Journal of Mathematics and Mathematical Sciences
主要な著者: L. Jódar, E. Navarro
フォーマット: 論文
言語:英語
出版事項: Wiley 1992-01-01
主題:
オンライン・アクセス:http://dx.doi.org/10.1155/S0161171292000462