In this paper we present a Nash equilibrium problem of linear quadratic zero-sum dynamic games for descriptor system. We assume that the players give a linear feedback to the game. For the game with finite planning horizon we derive a differential Riccati type equation. For the game with infinite planning horizon we consider an algebraic Riccati type equation. The connection of the game solutio...

This article presents, in a brief form, the recent results on application of the Inverse scattering method to some problems of Differential geometry. A connection between the theory of Integrable systems and Differential geometry is not a new concept. The Sine–Gordon equation was introduced in the theory of surfaces of constant negative curvature around 1860. Actually, it should be called the “...

Ten new exact solutions of the Riccati equation dy/dx = a(x) + b(x)y + c(x)y are presented. The solutions are obtained by assuming certain relations among the coefficients a(x), b(x) and c(x) of the Riccati equation, in the form of some integral or differential expressions, also involving some arbitrary functions. By appropriately choosing the form of the coefficients of the Riccati equation, w...

In this paper, using modified FF-expansion method, we present some explicit formulas of exact traveling wave solutions for the foam drainage equation. A modified FF-expansion method is proposed by taking full advantages of FF-expansion method and Riccati equation in seeking exact solutions of non-linear partial differential equations.

A generalized Chebyshev wavelet operational matrix (CWOM) is presented for the solution of nonlinear Riccati differential equations. The operational matrix together with suitable collocation points converts the fractional order Riccati differential equations into a system of algebraic equations. Accuracy and efficiency of the proposed method is verified through numerical examples and comparison...

We study the problem of strongly coprime factorization over H-infinity of the unit disc. We give a necessary and sufficient condition for the existence of such a coprime factorization in terms of an optimal control problem over the doubly infinite discrete-time axis. In particular, we show that an equivalent condition for the existence of such a coprime factorization is that both the control an...

A method for H∞ observer design for linear time-delay systems based on the algebraic Riccati equation is proposed. A ”weak” sufficient condition for the existence of such an observer is given.

The paper describes the set of solutions of the discrete-time algebraic Riccati equation. It is shown that each solution is a combination of a pair of opposite unmixed solutions. There is a one-to-one correspondence between solutions and invariant subspaces of the closed loop matrix of an unmixed solution. The results of the paper provide an extended counterpart of the parametrization theory of...

We consider the hierarchy of higher-order Riccati equations and establish their connection with the Gambier equation. Moreover we investigate the relation of equations of the Gambier family to other nonlinear differential systems. In particular we explore their connection to the generalized Ermakov–Pinney and Milne–Pinney equations. In addition we investigate the consequence of introducing Okam...