A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (Q2909396)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control |
scientific article; zbMATH DE number 6074197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control |
scientific article; zbMATH DE number 6074197 |
Statements
A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (English)
0 references
30 August 2012
0 references
stabilizing solution
0 references
game theoretic algebraic Riccati equation
0 references
\(H_\infty\) control problem
0 references
stochastic systems
0 references
0 references
0 references
0.9599727392196656
0 references
0.897067666053772
0 references
0.8827171325683594
0 references
0.876146674156189
0 references
0.8455120921134949
0 references
