• DocumentCode
    1242045
  • 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
  • Volume
    41
  • Issue
    2
  • fYear
    1996
  • fDate
    2/1/1996 12:00:00 AM
  • Firstpage
    264
  • Lastpage
    269
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.481532
  • Filename
    481532
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1242045