Non-symmetric Riccati theory and linear quadratic Nash games
نویسندگان
چکیده
The existence of a stabilizing solution to the non-symmetric algebraic Riccati equation is shown to be equivalent to the invertibility of a certain Toeplitz operator, whose symbol is the transfer matrix function of an exponentially dichotomic system. We also show that this theory has an important application to non-cooperative differential games.
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