Articles with "solving coupled" as a keyword



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An iterative computational scheme for solving the coupled Hamilton–Jacobi–Isaacs equations in nonzero-sum differential games of affine nonlinear systems

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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… read more here.

Keywords: solving coupled; nonzero sum; jacobi isaacs; hamilton jacobi ... See more keywords