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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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: L. Jódar, E. Navarro
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: Wiley 1992-01-01
Saila:International Journal of Mathematics and Mathematical Sciences
Gaiak:
Sarrera elektronikoa:http://dx.doi.org/10.1155/S0161171292000462
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