6533b853fe1ef96bd12ac0f2
RESEARCH PRODUCT
Explicit solutions of Riccati equations appearing in differential games
Lucas Jódarsubject
Computer Science::Computer Science and Game TheoryApplied MathematicsMathematical analysisMathematicsofComputing_NUMERICALANALYSISLinear-quadratic regulatorAlgebraic Riccati equationMatrix (mathematics)ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONRiccati equationApplied mathematicsClosed-form expressionGame theoryDifferential (mathematics)Mathematicsdescription
Abstract In this paper an explicit closed form solution of Riccati differential matrix equations appearing in games theory is given.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1990-01-01 | Applied Mathematics Letters |