Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems (Q2479261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems |
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Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems (English)
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26 March 2008
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stochastic Nash games
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cross-coupled stochastic algebraic Riccati equations (CSAREs)
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Newton's method
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Newton-Kantorovich theorem
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fixed point algorithm
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