On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games

被引：86

作者：

Freiling, G

Jank, G

AbouKandil, H

机构：

[1] RHEIN WESTFAL TH AACHEN, LEHRSTUHL MATH 2, D-52056 AACHEN, GERMANY

[2] ECOLE NORMALE SUPER, LESIR, CACHAN, FRANCE

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1996年 / 41卷 / 02期

关键词：

D O I：

10.1109/9.481532

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present comparison and global existence results for solutions of coupled matrix Riccati differential equations appearing in closed-loop Nash games and in mixed H-2/H-infinity-type problems, Convergence of solutions is established for the diagonal case. Solutions of the corresponding algebraic equations are discussed using numerical examples.

引用

页码：264 / 269

页数：6

共 17 条

[1]

Basar T., 1999, Dynamic noncooperative game theory, V23

[2]

Cruz JB., 1971, Journal of Optimization Theory and Applications, V7, P240, DOI DOI 10.1007/BF00928706

[3]

ENGWERDA JC, 1995, OPEN LOOP NASH EQUIL

[4]

FEUCHT M, 1994, THESIS U ULM