Solving the scalar feedback Nash algebraic Riccati equations: An eigenvector approach

被引：9

作者：

Engwerda, JC ^{[1
]}

机构：

[1] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2003年 / 48卷 / 05期

关键词：

eigenvalue problem; feedback Nash equilibria; nonzero-sum linear quadratic differential games; Riccati equations;

D O I：

10.1109/TAC.2003.811266

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, me present an algorithm to compute all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that all appropriate solutions can be, obtained by analyzing the eigenstructure of a related matrix.

引用

页码：847 / 852

页数：6

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