Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems (Q2479261)
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scientific article; zbMATH DE number 5253936
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| English | Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems |
scientific article; zbMATH DE number 5253936 |
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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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0.8744175434112549
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0.8680629730224609
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0.8639653325080872
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0.8379562497138977
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