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. © 1991.
Jódar, L., & Navarro, E. (1991). Exact solution of a class of strongly coupled Riccati matrix differential equations. Applied Mathematics and Computation, 43(2), 165–173. https://doi.org/10.1016/0096-3003(91)90031-H