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
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/15m1049038 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2592503195 / rank | |||
Normal rank |
Latest revision as of 09:34, 30 July 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
0 references
0 references