A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (Q2909396): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/00207179.2011.578261 / rank
 
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Latest revision as of 14:30, 5 July 2024

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A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
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    A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (English)
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    30 August 2012
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    stabilizing solution
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    game theoretic algebraic Riccati equation
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    \(H_\infty\) control problem
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    stochastic systems
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