On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case
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Publication:5132585
DOI10.1080/10236198.2020.1801661zbMath1453.91017arXiv2006.01486OpenAlexW3048789344MaRDI QIDQ5132585
Publication date: 12 November 2020
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.01486
2-person games (91A05) Discrete-time games (91A50) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
Cites Work
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