On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case (Q5132585)
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scientific article; zbMATH DE number 7273564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case |
scientific article; zbMATH DE number 7273564 |
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On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case (English)
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12 November 2020
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stochastic Riccati equations
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stabilizing solution
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stochastic control
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zero-sum dynamic games
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