An iterative algorithm for saddle-point equilibrium of continuous bilinear system

MaRDI QIDQ3016849zbMATH OpenFDO

Authors Huainian Zhu, Chengke Zhang, Sai Wu, Ning Bin

Publication date 19 July 2011

zbMATH Keywords

bilinear systemRiccati equationsaddle-point equilibrium

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35) Differential games (aspects of game theory) (91A23) General equilibrium theory (91B50) Nonlinear systems in control theory (93C10)

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Cited in

(1)

• Saddle-point equilibrium of bilinear Itō stochastic differential games

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