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)
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scientific article; zbMATH DE number 7371997
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| 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)
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15 July 2021
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generalized Riccati differential equations
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stabilizing solution
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time-varying
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zero-sum differential games
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