Solution of coupled riccati equations occurring in nash games

Analysis and Optimization of Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0042246 ◽

2006 ◽

pp. 581-592

Author(s):

L. Jodar ◽

H. Abou-Kandil

Keyword(s):

Riccati Equations ◽

Nash Games ◽

Coupled Riccati Equations

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Necessary conditions for constant solutions of coupled Riccati equations in Nash games

Systems & Control Letters ◽

10.1016/0167-6911(93)90072-e ◽

1993 ◽

Vol 21 (4) ◽

pp. 295-306 ◽

Cited By ~ 33

Author(s):

H. Abou-Kandil ◽

G. Freiling ◽

G. Jank

Keyword(s):

Necessary Conditions ◽

Riccati Equations ◽

Nash Games ◽

Coupled Riccati Equations

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Constructing exact solutions to differential-difference equations via the coupled Riccati equations

Acta Physica Sinica ◽

10.7498/aps.57.3305 ◽

2008 ◽

Vol 57 (6) ◽

pp. 3305

Author(s):

Yang Xian-Lin ◽

Tang Jia-Shi

Keyword(s):

Exact Solutions ◽

Difference Equations ◽

Riccati Equations ◽

Coupled Riccati Equations

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Numerical Algorithm for Solving Cross-Coupled Multiparameter Algebraic Riccati Equations of Multimodeling Systems Related to Nash Games

ICM Millennium Lectures on Games ◽

10.1007/978-3-662-05219-8_23 ◽

2003 ◽

pp. 359-371

Author(s):

Hiroaki Mukaidani ◽

Tetsu Shimomura ◽

Hua Xu

Keyword(s):

Numerical Algorithm ◽

Riccati Equations ◽

Nash Games ◽

Algebraic Riccati Equations

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An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

International Journal of Systems Science ◽

10.1080/00207721.2020.1800130 ◽

2020 ◽

Vol 51 (14) ◽

pp. 2690-2702

Author(s):

Ai-Guo Wu ◽

Hui-Jie Sun ◽

Wanquan Liu

Keyword(s):

Linear Systems ◽

Iterative Algorithm ◽

Continuous Time ◽

Riccati Equations ◽

Markovian Jump ◽

Jump Linear Systems ◽

Coupled Riccati Equations ◽

Markovian Jump Linear Systems

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A novel iterative algorithm for solving coupled Riccati equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2019.124645 ◽

2020 ◽

Vol 364 ◽

pp. 124645 ◽

Cited By ~ 2

Author(s):

Ai-Guo Wu ◽

Hui-Jie Sun ◽

Ying Zhang

Keyword(s):

Iterative Algorithm ◽

Riccati Equations ◽

Coupled Riccati Equations

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Discrete-Time Coupled Riccati Equations for Systems with Markov Switching Parameters

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.1995.1294 ◽

1995 ◽

Vol 194 (1) ◽

pp. 197-216 ◽

Cited By ~ 30

Author(s):

O.L.V. Costa

Keyword(s):

Discrete Time ◽

Markov Switching ◽

Riccati Equations ◽

Coupled Riccati Equations

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Systems of coupled Riccati equations in discrete kinetic theory: New self-similar solutions, shock profiles, stability

Transport Theory and Statistical Physics ◽

10.1080/00411459408203855 ◽

1994 ◽

Vol 23 (1-3) ◽

pp. 75-104 ◽

Cited By ~ 1

Author(s):

H. Cornille ◽

T. Platkowski

Keyword(s):

Kinetic Theory ◽

Riccati Equations ◽

Coupled Riccati Equations ◽

Shock Profiles ◽

Self Similar ◽

On the existence of Nash strategies and solutions to coupled riccati equations in linear-quadratic games

Journal of Optimization Theory and Applications ◽

10.1007/bf00933600 ◽

1979 ◽

Vol 28 (1) ◽

pp. 49-76 ◽

Cited By ~ 54

Author(s):

G. P. Papavassilopoulos ◽

J. V. Medanic ◽

J. B. Cruz

Keyword(s):

Riccati Equations ◽

Linear Quadratic ◽

Coupled Riccati Equations ◽

Nash Strategies ◽

Linear Quadratic Games

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Discrete time riccati equations in open loop nash games for descriptor systems

2011 2nd International Conference on Instrumentation Control and Automation ◽

10.1109/ica.2011.6130163 ◽

2011 ◽

Author(s):

Salmah

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Open Loop ◽

Descriptor Systems ◽

Nash Games

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Exact computable solution of a class of strongly coupled Riccati equations

Journal of Computational and Applied Mathematics ◽

10.1016/0377-0427(91)90034-h ◽

1991 ◽

Vol 36 (2) ◽

pp. 265-271 ◽

Cited By ~ 1

Author(s):

Lucas Jódar ◽

Enrique Navarro

Keyword(s):

Riccati Equations ◽

Strongly Coupled ◽

Coupled Riccati Equations

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