Iterative techniques for Riccati game equations

Name: Iterative techniques for Riccati game equations
Creator: Mageirou, E. F.
Keywords: 0209 industrial biotechnology, 0203 mechanical engineering, General theory for ordinary differential equations, 02 engineering and technology, Differential games (aspects of game theory), Numerical methods for initial value problems involving ordinary differential equations

Mageirou, E. F.

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Journal of Optimizat...arrow_drop_down

Journal of Optimization Theory and Applications

Article . 1977 . Peer-reviewed

License: Springer TDM

Data sources: Crossref

zbMATH Open

Article . 1977

Data sources: zbMATH Open

https://dx.doi.org/10.1007/bf0...

Article

Data sources: Microsoft Academic Graph

Iterative techniques for Riccati game equations

descriptionPublicationkeyboard_double_arrow_right Article 01 May 1977 English Publisher:Springer Science and Business Media LLCJournal:Journal of Optimization Theory and Applications, volume 22, pages 51-61 (issn: 0022-3239, eissn: 1573-2878,

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Authors: Mageirou, E. F.;

doi: 10.1007/bf00936720

Iterative techniques for Riccati game equations

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Abstract

We present a monotone iterative technique for the computation of a solution of a Riccati-type equation relevant to the theory of differential games. For this purpose, we show that the Kleinman algorithm for Riccati equation computations converges under extremely general conditions.

Related Organizations

Harvard University
United States

Keywords

General theory for ordinary differential equations, Differential games (aspects of game theory), Numerical methods for initial value problems involving ordinary differential equations

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