location: Current position: Home >> Scientific Research >> Paper Publications

Precise Integration Method for Solving Noncooperative LQ Differential Game

Hits:

Indexed by:期刊论文

Date of Publication:2013-01-01

Journal:MATHEMATICAL PROBLEMS IN ENGINEERING

Included Journals:SCIE

ISSN No.:1024-123X

Abstract:The key of solving the noncooperative linear quadratic (LQ) differential game is to solve the coupled matrix Riccati differential equation. The precise integration method based on the adaptive choosing of the two parameters is expanded from the traditional symmetric Riccati differential equation to the coupled asymmetric Riccati differential equation in this paper. The proposed expanded precise integration method can overcome the difficulty of the singularity point and the ill-conditioned matrix in the solving of coupled asymmetric Riccati differential equation. The numerical examples show that the expanded precise integration method gives more stable and accurate numerical results than the "direct integration method" and the "linear transformation method".

Pre One:基于拟线性化方法的非线性系统闭环反馈控制保辛算法

Next One:基于扩展多尺度有限元非均质材料的屈曲分析