A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
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Cites work
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- Diophantine conditions for the linearization of commuting holomorphic functions
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- Global solutions to a game-theoretic Riccati equation of stochastic control
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- Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces
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- State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
- Stochastic H^\infty
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
Cited in
(18)- Global solutions to a game-theoretic Riccati equation of stochastic control
- The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems
- Robust and nonlinear control literature survey (No. 26)
- Computing the stabilizing solution of a large class of stochastic game theoretic Riccati differential equations: a deterministic approximation
- A game theoretic algorithm to solve Riccati and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations in H_ control
- Stabilizing solution of periodic game-theoretic Riccati differential equation of stochastic control
- scientific article; zbMATH DE number 1984093 (Why is no real title available?)
- Almost sure exponential stability of large-scale stochastic nonlinear systems
- A game-theoretic method for cross-layer stochastic resilient control design in CPS
- A nonsymmetric Nash-Riccati equation and decoupled schemes for a stabilizing solution
- A game-theoretic method for resilient control design in industrial multi-agent CPSs with Markovian and coupled dynamics
- An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control
- On computing the stabilizing solution of a class of discrete-time periodic Riccati equations
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H_ control problems
- An advanced scheme based on artificial intelligence technique for solving nonlinear Riccati systems
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
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