Iterative mРµthods for computing the Nash equilibrium for positive systems with two players

Authors

  • Ivan Ivanov

Abstract

We consider the linear quadratic dierential games for positive systems with two players. Based on the established Newton method in [1] we modify and consider new iterations for computing the stabilizing solution of the associated coupled set of Riccati equations. Convergence properties are fully investigated in [2, 3]. Computer realizations of the presented iterative methods are numerically compared. Comparing the results from the experiments the main conclusion is the modied iterations faster than the Newton method. ...

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Published

2016-07-18

Issue

Vol. 3 No. 2 (2016)

Section

Conference Contributions

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