On the existence of solutions to coupled matrix Riccati differential equations in linear quadratic Nash games

1979 ◽  
Vol 24 (1) ◽  
pp. 127-129 ◽  
Author(s):  
G. Papavassilopoulos ◽  
J. Cruz
Keyword(s):  
Differential Equations ◽  
Existence Of Solutions ◽  
Linear Quadratic ◽  
Nash Games ◽  
Riccati Differential Equations ◽  
Matrix Riccati Differential Equations

Periodic and constant solutions of matrix Riccati differential equations: n = 2

1983 ◽  
Vol 94 (3-4) ◽  
pp. 179-193
Author(s):  
David A. Sánchez
Keyword(s):  
Differential Equations ◽  
Periodic Solutions ◽  
Periodic Forcing ◽  
Riccati Differential Equations ◽  
Homogeneous Matrix ◽  
Existence Of Periodic Solutions ◽  
Matrix Riccati Differential Equations

SynopsisSeveral formulas are developed which can be used to determine constant solutions and the possible periods of periodic solutions (if any) of autonomous homogeneous matrix Riccati differential equations. These formulas are used to analyse some 2 × 2 cases, as well as to discuss the existence of periodic solutions under weak periodic forcing.

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