Exact Line Search Method for Solving Nonsymmetric Algebraic Riccati Equations Arising from Open-loop Linear Quadratic Differential Games

被引：0

作者：

Nindita, Kirtyana ^{[1
]}

Salmah ^{[1
]}

机构：

[1] Gadjah Mada Univ, Dept Math, Yogyakarta, Indonesia

来源：

PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON INSTRUMENTATION, CONTROL, AND AUTOMATION (ICA) | 2016年

关键词：

nonsymmetric algebraic Riccati equation; open-loop differential game; Newton's method; exact line search; ITERATIVE SOLUTION; DYNAMIC GAME; EQUILIBRIUM;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider a set of coupled algebraic Riccati equations arising from noncooperative open-loop linear quadratic differential games for infinite-planning horizon and two-player case. Such coupled algebraic Riccati equations can be rewritten as a nonsymmetric algebraic Riccati equation. In this paper, we will discuss exact line search method for solving nonsymmetric algebraic Riccati equations. This method is a modification of Newton's method. We give numerical examples and compare the results with Newton's method and fixed point iteration to show the effectiveness of exact line search method in a special case.

引用

页码：103 / 108

页数：6