NECESSARY CONDITIONS FOR CONSTANT SOLUTIONS OF COUPLED RICCATI-EQUATIONS IN NASH GAMES

被引：29

作者：

ABOUKANDIL, H

FREILING, G

JANK, G

机构：

[1] ECOLE NORMALE SUPER,LURPA,F-94230 CACHAN,FRANCE

[2] RHEIN WESTFAL TH AACHEN,LEHRSTUHL MATH 2,W-5100 AACHEN,GERMANY

来源：

SYSTEMS & CONTROL LETTERS | 1993年 / 21卷 / 04期

关键词：

COUPLED RICCATI EQUATIONS; NASH GAMES; ASYMPTOTIC BEHAVIOR OF SOLUTIONS;

D O I：

10.1016/0167-6911(93)90072-E

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The asymptotic behaviour of solutions as t --> infinity for coupled matrix Riccati equations occurring in open-loop linear-quadratic Nash games is studied in this paper. A general formula representing all possible solutions is given. Necessary conditions for constant real solutions are derived and an estimate for the rate of convergence is obtained. Two examples illustrate these results.

引用

页码：295 / 306

页数：12

共 20 条

[1] ANALYTIC SOLUTION FOR A CLASS OF LINEAR QUADRATIC OPEN-LOOP NASH GAMES [J].