Improved methods to solve the stochastic Nash games for weakly coupled large-scale systems iteratively (Q4921299)
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scientific article; zbMATH DE number 6165471
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| English | Improved methods to solve the stochastic Nash games for weakly coupled large-scale systems iteratively |
scientific article; zbMATH DE number 6165471 |
Statements
24 May 2013
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cross-coupled stochastic algebraic Riccati equations
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Newton's method
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algebraic Lyapunov equation
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positive definite solution
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numerical solution
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0.9131556153297424
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0.9106770753860474
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0.8680629730224609
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0.854220449924469
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0.8522054553031921
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