Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games

L. Jódar and E. Navarro

International Journal of Mathematics and Mathematical Sciences, 1992, vol. 15, 1-8

Abstract:

In this paper we present explicit analytic solutions of coupled Riccati matrix differential systems appearing in open-loop Nash games. Two different cases are considered. Firstly, by means of appropriate algebraic transformations the problem is decoupled so that an explicit solution of the problem is available. The second is based on the existence of a solution of a rectangular Riccati type algebraic matrix equation associated with the problem.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:309785

DOI: 10.1155/S0161171292000462

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