An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control (Q5162675)
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scientific article; zbMATH DE number 7421074
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| English | An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control |
scientific article; zbMATH DE number 7421074 |
Statements
An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control (English)
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5 November 2021
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periodic Riccati equations
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stochastic control
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indefinite sign
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iterative computation
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0.907049000263214
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0.8860883116722107
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0.876146674156189
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0.8649264574050903
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0.8142663836479187
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