On the bounded and stabilizing solution of a generalized Riccati differential equation arising in connection with a zero-sum linear quadratic stochastic differential game
DOI10.1002/OCA.2563zbMATH Open1468.91013OpenAlexW2996602749WikidataQ115397086 ScholiaQ115397086MaRDI QIDQ5000773FDOQ5000773
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Publication date: 15 July 2021
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2563
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time-varyingstabilizing solutiongeneralized Riccati differential equationszero-sum differential games
Differential games and control (49N70) Noncooperative games (91A10) 2-person games (91A05) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
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- Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
- On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
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