Coupled Riccati Differential Equations Arising in Connection with Nash Differential Games
نویسنده
چکیده
In this note we provide iterative procedures for the numerical computation of stabilizing solutions of two types of coupled matrix Riccati differential equations arising in connection with Nash differential games using open loop or feedback strategies. Here we assume that these equations are associated with positive systems. The proposed procedures are based on solutions of uncoupled symmetric or nonsymmetric Lyapunov equations and complement the procedure proposed in DDFM [2005].
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تاریخ انتشار 2008