Analytic solution for a class of discrete-time Riccati equations arising in Nash games
✍ Scribed by Lucas Jódar
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 284 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0893-9659
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📜 SIMILAR VOLUMES
In the present paper we obtain a closed-form solution for a class of continuous-time algebraic Riccati equations (AREs) with vanishing state weight. The ARE in such a class solves a minimum energy control problem. The obtained closed-form solution is used to prove a link between two independent fund
In this paper, we consider the nonsymmetric algebraic Riccati equation arising in transport theory. An important feature of this equation is that its minimal positive solution can be obtained via computing the minimal positive solution of a vector equation. We propose a class of iterative methods to
## SUMMARY In this paper, we consider the problem of existence of certain global solutions for general discrete‐time backward nonlinear equations, defined on infinite dimensional ordered Banach spaces. This class of nonlinear equations includes as special cases many of the discrete‐time Riccati equ