Lyapunov Iterations for Solving Coupled Algebraic Riccati Equations of Nash Differential Games and Algebraic Riccati Equations of Zero-Sum Games

New Trends in Dynamic Games and Applications ◽

10.1007/978-1-4612-4274-1_17 ◽

1995 ◽

pp. 333-351 ◽

Author(s):

T-Y. Li ◽

Z. Gajic

Keyword(s):

Differential Games ◽

Riccati Equations ◽

Zero Sum Games ◽

Algebraic Riccati Equations ◽

Zero Sum ◽

Coupled Algebraic Riccati Equations ◽

Nash Differential Games

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An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games

Systems & Control Letters ◽

10.1016/j.sysconle.2009.11.006 ◽

2010 ◽

Vol 59 (1) ◽

pp. 50-56 ◽

Author(s):

Yantao Feng ◽

Brian D.O. Anderson

Keyword(s):

Iterative Algorithm ◽

Riccati Equations ◽

Zero Sum Games ◽

Algebraic Riccati Equations ◽

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Numerical solvers to the stabilizing solution of perturbed algebraic Riccati equations in LQ zero-sum games

10.1063/1.4934329 ◽

2015 ◽

Author(s):

I. G. Ivanov ◽

N. C. Netov ◽

B. C. Bogdanova

Keyword(s):

Riccati Equations ◽

Zero Sum Games ◽

Algebraic Riccati Equations ◽

Stabilizing Solution ◽

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Maximal mean square strong solution for discrete time coupled algebraic Riccati equations

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.410880 ◽

2002 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Strong Solution ◽

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations

IEEE Transactions on Automatic Control ◽

10.1109/9.489282 ◽

1996 ◽

Vol 41 (4) ◽

pp. 593-598 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Dynamic algorithms for solving coupled algebraic Riccati equations arising in mixed H2=H∞ control for scalar linear systems

2016 IEEE 55th Conference on Decision and Control (CDC) ◽

10.1109/cdc.2016.7798343 ◽

2016 ◽

Author(s):

T. Mylvaganam ◽

A. Astolfi

Keyword(s):

Linear Systems ◽

Riccati Equations ◽

Dynamic Algorithms ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

European Journal of Control ◽

10.3166/ejc.14.391-408 ◽

2008 ◽

Vol 14 (5) ◽

pp. 391-408 ◽

Author(s):

Oswaldo Luiz do Valle Costa ◽

Wanderlei L. de Paulo

Keyword(s):

Discrete Time ◽

Multiplicative Noise ◽

Riccati Equations ◽

Markov Jump ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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A method to solve the discrete-time coupled algebraic Riccati equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.08.034 ◽

2008 ◽

Vol 206 (1) ◽

pp. 34-41 ◽

Author(s):

Ivan Ganchev Ivanov

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations

10.1016/j.automatica.2013.03.022 ◽

2013 ◽

Vol 49 (7) ◽

pp. 2168-2175 ◽

Author(s):

Jianhong Xu ◽

MingQing Xiao

Keyword(s):

Riccati Equations ◽

Upper Bounds ◽

Iterative Refinement ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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Numerical algorithm for solving cross-coupled algebraic Riccati equations related to Nash games of multimodeling systems

Proceedings of the 41st IEEE Conference on Decision and Control, 2002. ◽

10.1109/cdc.2002.1185023 ◽

2004 ◽

Author(s):

H. Mukaidani ◽

T. Shimomura ◽

Hua Xu

Keyword(s):

Numerical Algorithm ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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A recursive algorithm for H ∞ - discrete-time coupled algebraic riccati equations

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)56844-5 ◽

1999 ◽

Vol 32 (2) ◽

pp. 4953-4958

Author(s):

O.L.V. Costa ◽

R.P. Marques

Keyword(s):

Discrete Time ◽

Recursive Algorithm ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

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