Title :
On the existence of solutions to coupled matrix Riccati differential equations in linear quadratic Nash games
Author :
Papavassilopoulos, G.P. ; Cruz, J.B., Jr.
Author_Institution :
University of Illinois, Urbana, IL, USA
fDate :
2/1/1979 12:00:00 AM
Abstract :
Sufficient conditions for the existence of closed-loop linear Nash strategies for a linear quadratic game are derived through use of diffrential inequalities.
Keywords :
Differential Riccati equations; Differential games; Riccati equations, differential; Control systems; Cost function; Differential equations; Hierarchical systems; Large-scale systems; Linear matrix inequalities; Nash equilibrium; Riccati equations; Stability; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1101958
