Lucky Qiaofeng Li, Xizhi Su
Published 2020-10-30Version 1
We study an iteration approach to solve the coupled algebraic Riccati equations when they appear in general two player closed-loop type Nash differential games over an infinite time horizon. Also, we propose an effective algorithm for finding positive definite solutions. In particular, we present various numerical examples connected with matrix Riccati equations according to different dimensions.
Post-processing and improved error estimates of numerical methods for evolutionary systems
Numerical method for scattering problems in periodic waveguides
A numerical method for Mean Field Games on networks
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