An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games (Q962194)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games |
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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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