Computing the stabilizing solution of a large class of stochastic game theoretic Riccati differential equations: a deterministic approximation (Q2968552)
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scientific article; zbMATH DE number 6695802
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| English | Computing the stabilizing solution of a large class of stochastic game theoretic Riccati differential equations: a deterministic approximation |
scientific article; zbMATH DE number 6695802 |
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Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation (English)
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17 March 2017
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stochastic Riccati equations
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stochastic control
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comparison theorem
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iterative computation
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0.897067666053772
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0.8897868394851685
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0.8860883116722107
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0.8784245848655701
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0.8312248587608337
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