Robust equilibria in indefinite linear-quadratic differential games
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Publication:597192
DOI10.1023/B:JOTA.0000006690.78564.88zbMath1084.91009MaRDI QIDQ597192
W. A. van den Broek, Jacob Christiaan Engwerda, Johannes M. Schumacher
Publication date: 6 August 2004
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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Cites Work
- Adaptive systems: an introduction
- The robust optimal control of uncertain systems-state space method
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Robust Permanent Income and Pricing
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