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Browsing by Subject "Coupled Riccati differential equations"

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Browsing by Subject "Coupled Riccati differential equations"

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    Magnus integrators for solving linear-quadratic differential games 
    Blanes Zamora, Sergio; Ponsoda Miralles, Enrique (Elsevier, 2012-08)
    We consider Magnus integrators to solve linear-quadratic N-player differential games. These problems require to solve, backward in time, non-autonomous matrix Riccati differential equations which are coupled with the ...