Title :
On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games
Author :
Freiling, G. ; Jank, G. ; Abou-Kandil, H.
Author_Institution :
Duisburg Univ., Germany
fDate :
2/1/1996 12:00:00 AM
Abstract :
Presents 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
Keywords :
Riccati equations; convergence; differential games; matrix algebra; nonlinear differential equations; algebraic equations; closed-loop Nash games; coupled matrix Riccati equations; global existence; matrix Riccati differential equations; mixed H2/H∞-type problems; Cost function; Differential equations; Feedback; Hydrogen; Nash equilibrium; Riccati equations; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
