- -

Magnus integrators for solving linear-quadratic differential games

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

  • Estadisticas de Uso

Magnus integrators for solving linear-quadratic differential games

Show simple item record

Files in this item

dc.contributor.author Blanes Zamora, Sergio es_ES
dc.contributor.author Ponsoda Miralles, Enrique es_ES
dc.date.accessioned 2017-05-22T17:41:05Z
dc.date.available 2017-05-22T17:41:05Z
dc.date.issued 2012-08
dc.identifier.issn 0377-0427
dc.identifier.uri http://hdl.handle.net/10251/81587
dc.description.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 linear differential equations for the dynamic state of the game, to be integrated forward in time. We analyze different Magnus integrators which can provide either analytical or numerical approximations to the equations. They can be considered as time-averaging methods and frequently are used as exponential integrators. We show that they preserve some of the most relevant qualitative properties of the solution for the matrix Riccati differential equations as well as for the remaining equations. The analytical approximations allow us to study the problem in terms of the parameters involved. Some numerical examples are also considered which show that exponential methods are, in general, superior to standard methods. es_ES
dc.description.sponsorship 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 MTM2010-18246-C03 (co-financed by the ERDF of the European Union) and the work of EP has also been partially supported by Ministerio de Ciencia e Innvacion of Spain, by the project MTM2009-08587. en_EN
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation.ispartof Journal of Computational and Applied Mathematics es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Differential games es_ES
dc.subject Coupled Riccati differential equations es_ES
dc.subject Exponential integrators es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Magnus integrators for solving linear-quadratic differential games es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1016/j.cam.2012.03.008
dc.relation.projectID info:eu-repo/grantAgreement/Generalitat Valenciana//GV%2F2009%2F032/ES/Desarrollo de integradores geométricos adaptados a ecuaciones diferenciales con diferentes escalas de tiempo/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MICINN//MTM2010-18246-C03/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MICINN//MTM2009-08587/ES/Ecuaciones Diferenciales Aleatorias Y Aplicaciones/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària es_ES
dc.contributor.affiliation Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros de Caminos, Canales y Puertos - Escola Tècnica Superior d'Enginyers de Camins, Canals i Ports es_ES
dc.contributor.affiliation Universitat Politècnica de València. Escuela Técnica Superior de Ingeniería del Diseño - Escola Tècnica Superior d'Enginyeria del Disseny es_ES
dc.description.bibliographicCitation 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. https://doi.org/10.1016/j.cam.2012.03.008 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://dx.doi.org/10.1016/j.cam.2012.03.008 es_ES
dc.description.upvformatpinicio 3394 es_ES
dc.description.upvformatpfin 3408 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 236 es_ES
dc.description.issue 14 es_ES
dc.relation.senia 231617 es_ES
dc.contributor.funder Generalitat Valenciana es_ES
dc.contributor.funder Ministerio de Ciencia e Innovación es_ES
dc.contributor.funder European Regional Development Fund es_ES


This item appears in the following Collection(s)

Show simple item record