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RESEARCH PRODUCT
Solving coupled Riccati matrix differential systems
Lucas Jódarsubject
Applied MathematicsMathematical analysisMathematics::Optimization and ControlLinear-quadratic regulatorAlgebraic Riccati equationMatrix (mathematics)Nonlinear Sciences::Exactly Solvable and Integrable SystemsComputer Science::Systems and ControlOrdinary differential equationRiccati equationMathematics::Mathematical PhysicsUniversal differential equationDifferential (mathematics)MathematicsAlgebraic differential equationdescription
Abstract We start by noting that coupled Riccati matrix differential systems appearing in differential games may be considered as a single rectangular Riccati equation. An explicit solution of the coupled differential system in terms of a solution of the associated algebraic Riccati equation is given.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1991-01-01 | Applied Mathematics Letters |