An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games (Q962194)
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scientific article; zbMATH DE number 5689504
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| English | An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games |
scientific article; zbMATH DE number 5689504 |
Statements
An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games (English)
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6 April 2010
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iterative
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stochastic
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stochastic algebraic Riccati equations
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LQ zero-sum game
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iterative algorithms
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0.9097401
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0.89726955
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0.89628744
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0.8946194
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0.89265513
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0.89025867
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0.8900426
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0.8855093
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