Riccati Equations in Nash and Stackelberg Differential and Dynamic Games

Tamer Başar, Jun Moon

Research output: Contribution to journalArticlepeer-review

Abstract

The purpose of this paper is to provide an overview of various types of Riccati differential and difference equations (RDEs) and the associated algebraic Riccati equations (AREs) that arise in various classes of linear quadratic (LQ) differential and dynamic games. We first study generalized RDEs and AREs in LQ zero-sum differential games, and then consider coupled RDEs and AREs in LQ nonzero-sum differential games. We also discuss some nonsymmetric RDEs in LQ Stackelberg differential games, and RDEs in LQ dynamic games.

Original languageEnglish (US)
Pages (from-to)9547-9554
Number of pages8
JournalIFAC-PapersOnLine
Volume50
Issue number1
DOIs
StatePublished - Jul 2017

Keywords

  • Riccati differential
  • algebraic Riccati equations
  • difference equations
  • linear quadratic differential games

ASJC Scopus subject areas

  • Control and Systems Engineering

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