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Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model

✍ Scribed by Tiexiang Li; Eric King-wah Chu; Jong Juang; Wen-Wei Lin


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
314 KB
Volume
434
Category
Article
ISSN
0024-3795

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Motivated by the study of linear quadratic differential games, we introduce a new class of nonsymmetric algebraic Riccati equations. It is shown that every equation in this class has a unique stabilizing solution, which is the solution required to find the open-loop Nash equilibrium for the differen

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✍ Yiqin Lin πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 380 KB

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