Iterative mРµthods for computing the Nash equilibrium for positive systems with two players
AbstractWe consider the linear quadratic dierential games for positive systems with two players. Based on the established Newton method in  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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