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...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1992-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171292000462 |
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