Abstract
Consider a new iterative scheme of linearized Newton’s method to calculate the minimal nonnegativesolution of a nonsymmetric Riccati equation associated with a game model. The minimal solution is important to findNash strategies in a game for positive systems. The Newton procedure is applied to work out a nonnegative solutionof this type of equations. Our proposal is effective one because it employs small number of matrix multiplicationat each iteration step and there is a variant to exploit the block structure of matrix coefficients of the Nash-Riccatiequation. Moreover, in this reason, it is easy to extend the proposed iterative modification depending on the numberof players of a given game model. We provide a numerical example where compare the results from experiment withthe proposed iteration of linearized Newton’s method.
Recommended Citation
(2023)
"Computation of the Stabilizing Solution to Nash-Riccati Equations,"
Iraqi Journal for Computer Science and Mathematics: Vol. 4:
Iss.
2, Article 14.
DOI: https://doi.org/10.52866/ijcsm.2023.02.02.014
Available at:
https://ijcsm.researchcommons.org/ijcsm/vol4/iss2/14
