On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero‐sum linear quadratic stochastic differential game (Q5000773)
From MaRDI portal
scientific article; zbMATH DE number 7371997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero‐sum linear quadratic stochastic differential game |
scientific article; zbMATH DE number 7371997 |
Statements
On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero‐sum linear quadratic stochastic differential game (English)
0 references
15 July 2021
0 references
generalized Riccati differential equations
0 references
stabilizing solution
0 references
time-varying
0 references
zero-sum differential games
0 references
