IEEE Transactions on Automatic Control, Vol.48, No.5, 847-852, 2003
Solving the scalar feedback Nash algebraic Riccati equations: An eigenvector approach
In this note, me present an algorithm to compute all solutions of the scalar algebraic Riccati equations that play an important role in finding feedback Nash equilibria of the scalar N-player linear-quadratic differential game. We show that all appropriate solutions can be, obtained by analyzing the eigenstructure of a related matrix.
Keywords:eigenvalue problem;feedback Nash equilibria;nonzero-sum linear quadratic differential games;Riccati equations