Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems (Q634182)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems |
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Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems (English)
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2 August 2011
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game theoretic Riccati equations
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stabilizing solutions
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stochastic \(H _{ \infty }\)
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iterative algorithms
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