Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation (Q2968552): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation |
scientific article |
Statements
Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation (English)
0 references
17 March 2017
0 references
stochastic Riccati equations
0 references
stochastic control
0 references
comparison theorem
0 references
iterative computation
0 references
