Precise Integration Method for Solving Noncooperative LQ Differential Game
Joint Authors
Wu, Zhi-Gang
Peng, Hai-Jun
Zhang, Sheng
Chen, Biao-Song
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-06-10
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
The key of solving the noncooperative linear quadratic (LQ) differential game is to solve the coupled matrix Riccati differential equation.
The precise integration method based on the adaptive choosing of the two parameters is expanded from the traditional symmetric Riccati differential equation to the coupled asymmetric Riccati differential equation in this paper.
The proposed expanded precise integration method can overcome the difficulty of the singularity point and the ill-conditioned matrix in the solving of coupled asymmetric Riccati differential equation.
The numerical examples show that the expanded precise integration method gives more stable and accurate numerical results than the “direct integration method” and the “linear transformation method”.
American Psychological Association (APA)
Peng, Hai-Jun& Zhang, Sheng& Wu, Zhi-Gang& Chen, Biao-Song. 2013. Precise Integration Method for Solving Noncooperative LQ Differential Game. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-1032108
Modern Language Association (MLA)
Peng, Hai-Jun…[et al.]. Precise Integration Method for Solving Noncooperative LQ Differential Game. Mathematical Problems in Engineering No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-1032108
American Medical Association (AMA)
Peng, Hai-Jun& Zhang, Sheng& Wu, Zhi-Gang& Chen, Biao-Song. Precise Integration Method for Solving Noncooperative LQ Differential Game. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-1032108
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1032108