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论文类型：期刊论文

发表时间：2013-01-01

发表刊物：MATHEMATICAL PROBLEMS IN ENGINEERING

收录刊物：SCIE

ISSN号：1024-123X

摘要：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".