Abstract
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”.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
