Abstract
The recursive method was developed for the solution of coupled algebraic Riccati equations and corresponding linear Nash strategies of weakly interconnected systems. It is shown that each iteration step improves the accuracy by an order of magnitude, i.e., the accuracy of O(?k), (where ? is a coupling parameter) can be obtained by doing only k-l iterations. On the other hand, only low-order systems are involved in algebraic computations, and no analicity requirements are imposed on the system coefficients.
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.
