Iterative techniques for Riccati game equations |
| |
Authors: | E F Mageirou |
| |
Institution: | (1) Decision and Control Group, Harvard University, Cambridge, Massachusetts;(2) Present address: 25A Pipinou Street, 801 Athens, Greece |
| |
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.The research reported in this paper was made possible in part through the Division of Engineering and Applied Physics, Harvard University, by the US Office of Naval Research, Joint Electronics Program, Contract No. N00014-75-C-0648, and by the National Science Foundation, Grant No. GK-31511. |
| |
Keywords: | Differential games dynamic programming Riccati equation numerical methods |
本文献已被 SpringerLink 等数据库收录! |
|