ON GLOBAL EXISTENCE OF SOLUTIONS TO COUPLED MATRIX RICCATI-EQUATIONS IN CLOSED-LOOP NASH GAMES

Authors
FREILING G JANK G ABOUKANDIL H
Citation
G. Freiling et al., ON GLOBAL EXISTENCE OF SOLUTIONS TO COUPLED MATRIX RICCATI-EQUATIONS IN CLOSED-LOOP NASH GAMES, IEEE transactions on automatic control, 41(2), 1996, pp. 264-269
Citations number
17
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
41
Issue
2
Year of publication
1996
Pages
264 - 269
Database
ISI
SICI code
0018-9286(1996)41:2<264:OGEOST>2.0.ZU;2-L
Abstract
We present comparison and global existence results for solutions of co upled matrix Riccati differential equations appearing in closed-loop N ash games and in mixed H-2/H-infinity-type problems, Convergence of so lutions is established for the diagonal case. Solutions of the corresp onding algebraic equations are discussed using numerical examples.