A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
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Publication:2909396
DOI10.1080/00207179.2011.578261zbMATH Open1245.93136OpenAlexW1964701044MaRDI QIDQ2909396FDOQ2909396
Authors: 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
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Cited In (14)
- Robust and nonlinear control literature survey (No. 26)
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
- Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems
- The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems
- A game theoretic algorithm to solve Riccati and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations in \(H_\infty\) control
- A game-theoretic method for cross-layer stochastic resilient control design in CPS
- Title not available (Why is that?)
- An advanced scheme based on artificial intelligence technique for solving nonlinear Riccati systems
- On computing the stabilizing solution of a class of discrete‐time periodic Riccati equations
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
- Title not available (Why is that?)
- Global solutions to a game-theoretic Riccati equation of stochastic control
- A new iterative algorithm for solvingH∞control problem of continuous-time Markovian jumping linear systems based on online implementation
- A game-theoretic method for resilient control design in industrial multi-agent CPSs with Markovian and coupled dynamics
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