论文标题
一类代数riccati方程的数值方法
Numerical Method for a Class of Algebraic Riccati Equations
论文作者
论文摘要
我们研究了一种迭代方法，以求解耦合的代数riccati方程，当它们在无限时间范围内出现在两个玩家闭环型Nash差异游戏中时。另外，我们提出了一种有效的算法来找到阳性的确定解决方案。特别是，我们提出了与矩阵riccati方程相关的各种数值示例。
We study an iteration approach to solve the coupled algebraic Riccati equations when they appear in general two player closed-loop type Nash differential games over an infinite time horizon. Also, we propose an effective algorithm for finding positive definite solutions. In particular, we present various numerical examples connected with matrix Riccati equations according to different dimensions.
