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APPLICATION OF DIFFERENTIAL RICCATI FUNCTION ON

TWO DYNAMIC SYSTEM CONTROL TIME FINITE

FIKI RAKASIWI
11154101830

Date of Final Exam : 03 June 2015


Date of Graduation : 29 August 2015

Mathemetic Departemen
Fakulty of Sciences and Teknology
State Islamic Universityof Sultan Syarif Kasim Riau
Jl. HR. Soebrantas No.155 Pekanbaru
ABSTRACT
This final duty explain about linear quadratic equation with two scalar finite time control. The
purpose of this research is to gain control function Nash equilibrium. Using dynamic function and
objective function, we can form a differential Riccati equation. Then we formed matrix Hamilton
from diferensial Riccati equation, get the eigenvalues and eigenvector of matrix Hamilton.
Eigenvalues and eigenvectors are used to obtain the solution of diferential Riccaati equation, tthe
solution of differential Riccati equation is used te generated the control function.
Keyword: Control function, differential Riccati equation, dynamic function, Hamilton matrix,
Nash equilibrium.

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