A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
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Publication:2909396
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Cites work
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Cited in
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- A game-theoretic method for resilient control design in industrial multi-agent CPSs with Markovian and coupled dynamics
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- Almost sure exponential stability of large-scale stochastic nonlinear systems
- An advanced scheme based on artificial intelligence technique for solving nonlinear Riccati systems
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
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- Stabilizing solution of periodic game-theoretic Riccati differential equation of stochastic control
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- A game theoretic algorithm to solve Riccati and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations in \(H_\infty\) control
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- Global solutions to a game-theoretic Riccati equation of stochastic control
- A game-theoretic method for cross-layer stochastic resilient control design in CPS
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
- An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control
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