The iterative solution to LQ zero-sum stochastic differential games (Q1743384)
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scientific article; zbMATH DE number 6859498
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| English | The iterative solution to LQ zero-sum stochastic differential games |
scientific article; zbMATH DE number 6859498 |
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The iterative solution to LQ zero-sum stochastic differential games (English)
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13 April 2018
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generalized Riccati equations
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indefinite matrix
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iterative process
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stabilizing solution
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0.8600748181343079
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0.8478628993034363
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0.8421825170516968
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