A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
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Publication:2909396
DOI10.1080/00207179.2011.578261zbMath1245.93136MaRDI QIDQ2909396
Vasile Dragan, Ivan Ganchev Ivanov
Publication date: 30 August 2012
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2011.578261
stochastic systems; stabilizing solution; \(H_\infty\) control problem; game theoretic algebraic Riccati equation
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