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Published in 2017 at "Decisions in Economics and Finance"
DOI: 10.1007/s10203-017-0184-x
Abstract: In this paper, we present iterative or successive approximation methods for solving the coupled Hamilton–Jacobi–Isaacs equations (HJIEs) arising in nonzero-sum differential game for affine nonlinear systems. We particularly consider the ones arising in mixed $${\mathcal…
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Keywords:
solving coupled;
nonzero sum;
jacobi isaacs;
hamilton jacobi ... See more keywords