Iterative techniques for Riccati game equations

DOI10.1007/BF00936720MaRDI QIDQ1230362zbMATH OpenFDO

Authors E. F. Mageirou

Publication date 1977

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00936720

Mathematics Subject Classification ID

General theory for ordinary differential equations (34A99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Differential games (aspects of game theory) (91A23)

Cites work

• Decentralized stabilization via game theoretic methods
• scientific article; zbMATH DE number 3492514 (Why is no real title available?)
• scientific article; zbMATH DE number 3343633 (Why is no real title available?)
• Monotone Approximation in Dynamic Programming and the Calculus of Variations
• Values and strategies for infinite time linear quadratic games

Cited in

(6)

• Decentralized stabilization via game theoretic methods
• Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation
• Successive approximation procedure for steady-state optimal control of bilinear systems
• A policy iteration algorithm for the American put option and free boundary control problems
• Design of linear feedback laws for bilinear systems
• Stabilization of feedback control and stabilizability optimal solution for nonlinear quadratic problems

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