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Volumn 15, Issue 2, 2005, Pages 55-62

Iterative solution of algebraic matrix Riccati equations in open loop Nash games

Author keywords

Fixed point iteration; Linear quadratic games; Nash games; Non symmetric algebraic Riccati equations

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; ITERATIVE METHODS; MATRIX ALGEBRA; PROBLEM SOLVING; RICCATI EQUATIONS;

EID: 11144229436     PISSN: 10498923     EISSN: None     Source Type: Journal    
DOI: 10.1002/rnc.966     Document Type: Article
Times cited : (10)

References (14)
  • 3
    • 11144245592 scopus 로고    scopus 로고
    • Non-symmetric Riccati theory and linear quadratic Nash games
    • Notre Dame, U.S.A.
    • Kremer D, Stefan R. Non-symmetric Riccati theory and linear quadratic Nash games. Proceedings of MTNS Conference, Notre Dame, U.S.A., 2002.
    • (2002) Proceedings of MTNS Conference
    • Kremer, D.1    Stefan, R.2
  • 5
    • 0027677254 scopus 로고
    • Necessary conditions for constant solutions of coupled Riccati equations in Nash games
    • Abou-Kandil H, Freiling G, Jank G. Necessary conditions for constant solutions of coupled Riccati equations in Nash games. System and Control Letters 1993; 21:295-306.
    • (1993) System and Control Letters , vol.21 , pp. 295-306
    • Abou-Kandil, H.1    Freiling, G.2    Jank, G.3
  • 7
    • 11144234623 scopus 로고    scopus 로고
    • Solutions of generalized Riccati differential equations and their approximation
    • Saff EB (eds). Nicosia, Cyprus St. Ruscheweyh
    • Jank G, Kun G. Solutions of generalized Riccati differential equations and their approximation. In Proceedings of Computational Methods and Function Theory (CMFT '97), Saff EB (eds). Nicosia, Cyprus St. Ruscheweyh. 1998; 1-18.
    • (1998) Proceedings of Computational Methods and Function Theory (CMFT '97) , pp. 1-18
    • Jank, G.1    Kun, G.2
  • 9
    • 0041410017 scopus 로고    scopus 로고
    • On the iterative solution of a class of non-symmetric algebraic Riccati equations
    • Guo Chun-Hua, Laub AJ. On the iterative solution of a class of non-symmetric algebraic Riccati equations. SIAM Journal on Matrix Analysis and Applications 2000; 22:376-391.
    • (2000) SIAM Journal on Matrix Analysis and Applications , vol.22 , pp. 376-391
    • Chun-Hua, G.1    Laub, A.J.2
  • 10
    • 0036060733 scopus 로고    scopus 로고
    • Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-Matrices
    • Guo Chun-Hua. Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-Matrices. SIAM Journal on Matrix Analysis and Applications 2001; 23:225-242.
    • (2001) SIAM Journal on Matrix Analysis and Applications , vol.23 , pp. 225-242
    • Chun-Hua, G.1
  • 11
    • 0037248874 scopus 로고    scopus 로고
    • On a quadratic matrix equation associated with an M-matrix
    • Guo Chun-Hua. On a quadratic matrix equation associated with an M-matrix. IMA Journal on Numerical Analysis 2003;23:11-27.
    • (2003) IMA Journal on Numerical Analysis , vol.23 , pp. 11-27
    • Chun-Hua, G.1
  • 14
    • 11144232397 scopus 로고    scopus 로고
    • Open-loop Nash Riccati equations in games with discount rate
    • Abou-Kandil H, Jank G. Open-loop Nash Riccati equations in games with discount rate. IF AC Proceedings, 2003.
    • (2003) IF AC Proceedings
    • Abou-Kandil, H.1    Jank, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.