On the existence of Nash strategies and solutions to coupled riccati equations in linear-quadratic games

1979 ◽  
Vol 28 (1) ◽  
pp. 49-76 ◽  
Author(s):  
G. P. Papavassilopoulos ◽  
J. V. Medanic ◽  
J. B. Cruz
Keyword(s):  
Riccati Equations ◽  
Linear Quadratic ◽  
Coupled Riccati Equations ◽  
Nash Strategies ◽  
Linear Quadratic Games

Linear Quadratic Nash Game of Stochastic Singular Time-Delay Systems with Multiple Decision Makers

2015 ◽  
Vol 3 (5) ◽  
pp. 472-480
Author(s):  
Huainian Zhu ◽  
Guangyu Zhang ◽  
Chengke Zhang ◽  
Ying Zhu ◽  
Haiying Zhou
Keyword(s):  
Time Delay ◽  
Decision Makers ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Linear Quadratic ◽  
Nash Game ◽  
Multiple Decision Makers ◽  
Nash Strategies ◽  
Singular Time

AbstractThis paper discusses linear quadratic Nash game of stochastic singular time-delay systems governed by Itô’s differential equation. Sufficient condition for the existence of Nash strategies is given by means of linear matrix inequality for the first time. Moreover, in order to demonstrate the usefulness of the proposed theory, stochastic H2∕H∞control with multiple decision makers is discussed as an immediate application.

scholarly journals Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems

2018 ◽  
Vol 40 (4) ◽  
pp. A2406-A2426 ◽  
Author(s):  
Axel Målqvist ◽  
Anna Persson ◽  
Tony Stillfjord
Keyword(s):  
Linear Quadratic Regulator ◽  
Riccati Equations ◽  
Linear Quadratic ◽  
Differential Riccati Equations

Controllability of team, linear quadratic games

1985 ◽  
Author(s):  
F. Bugnon ◽  
R. Mohler
Keyword(s):  
Linear Quadratic ◽  
Linear Quadratic Games

scholarly journals Yaw Angle Tracking Control Design of Underactuated AUV By Using State Dependent Riccati Equations (SDRE)-LQT

2019 ◽  
Vol 3 (2) ◽  
pp. 325
Author(s):  
Muhammad Basri Hasan
Keyword(s):  
Tracking Control ◽  
Control Design ◽  
Riccati Equations ◽  
The State ◽  
Linear Quadratic ◽  
State Dependent ◽  
Linear Quadratic Tracking ◽  
Quadratic Tracking ◽  
Yaw Angle ◽  
Angle Tracking

In realizing yaw angle control tracking on AUV, the use of the State Dependent Riccati Equations method based on Linear Quadratic Tracking (SDRE-LQT) is realized. This algorithm calculates changes in yaw angle tracking problems through calculation of parameter changes from online AUV with Algebraic Riccati Equations.So that the control signal given to the plant can follow the changing conditions of the plant itself. 

scholarly journals Constructing exact solutions to differential-difference equations via the coupled Riccati equations

2008 ◽  
Vol 57 (6) ◽  
pp. 3305
Author(s):  
Yang Xian-Lin ◽  
Tang Jia-Shi
Keyword(s):  
Exact Solutions ◽  
Difference Equations ◽  
Riccati Equations ◽  
Coupled Riccati Equations
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