Exact solution of a class of strongly coupled Riccati matrix differential equations
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摘要
We propose an exact analytic solution of a class of strongly couple Riccati matrix differential equations arising in differential games. By means of appropriate algebraic transformations the problem is decoupled so that an explicit solution is available.
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论文评审过程:Available online 21 March 2002.
论文官网地址:https://doi.org/10.1016/0096-3003(91)90031-H