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Magnus integrators for solving linear-quadratic differential games

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Magnus integrators for solving linear-quadratic differential games

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Blanes Zamora, S.; Ponsoda Miralles, E. (2012). Magnus integrators for solving linear-quadratic differential games. Journal of Computational and Applied Mathematics. 236(14):3394-3408. doi:10.1016/j.cam.2012.03.008

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Title: Magnus integrators for solving linear-quadratic differential games
Author:
UPV Unit: Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària
Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros de Caminos, Canales y Puertos - Escola Tècnica Superior d'Enginyers de Camins, Canals i Ports
Universitat Politècnica de València. Escuela Técnica Superior de Ingeniería del Diseño - Escola Tècnica Superior d'Enginyeria del Disseny
Issued date:
Abstract:
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 ...[+]
Subjects: Differential games , Coupled Riccati differential equations , Exponential integrators
Copyrigths: Reserva de todos los derechos
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2012.03.008
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.cam.2012.03.008
Thanks:
The authors acknowledge the support of the Generalitat Valenciana through the project GV/2009/032. The work of SB has also been partially supported by Ministerio de Ciencia e Innovacion (Spain) under the coordinated project ...[+]
Type: Artículo

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