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On global existence of solutions to coupled matrix Riccatiequations in closed-loop Nash games |
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| Authors: | Freiling G. Jank G. Abou-Kandil H. |
| Affiliation: | Duisburg Univ.; |
| Abstract: | Presents comparison and global existence results for solutions of coupled matrix Riccati differential equations appearing in closed loop Nash games and in mixed H2/H∞-type problems. Convergence of solutions is established for the diagonal case, solutions of the corresponding algebraic equations are discussed using numerical examples |
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