On Global Existence of Solutions to Coupled Matrix Riccati Equations in Closed Loop Nash Games
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چکیده
We present comparison and global existence results for solutions of coupled matrix Riccati differential equations appearing in closed loop Nash games and in mixed H2/H∞-type problems. Convergence of solutions is established for the diagonal case. Solutions of the corresponding algebraic equations are discussed using numerical examples.
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تاریخ انتشار 1996