ACADSTAFF UGM
| Title | : | Exact line search method for solving nonsymmetric algebraic riccati equations arising from open-loop linear quadratic differential games |
| Author | : |
Prof. Dr. Salmah, M.Si. (2) |
| Date | : | 2016 |
| Keyword | : | nonsymmetric algebraic Riccati equation,open-loop differential game,Newton’s method,exact line search nonsymmetric algebraic Riccati equation,open-loop differential game,Newton’s method,exact line search |
| Abstract | : | We consider a set of coupled algebraic Riccati equations arising from noncooperative open-loop linear quadratic differential game for infinite-planning horizon and two-player case. Such coupled algebraic Riccati equations can be rewritten as a nonsymmetric algebraic Riccati equation. In this paper, we will discuss a modification of Newton’s method for solving nonsymmetric algebraic Riccati equations, which is exact line search method. We give numerical example and some comparisons with Newton’s method that show the effectiveness of exact line search method in a special case. |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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