An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games

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Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise

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Some remarks on infinite horizon stochastic $H_2/H_\infty$ control with $(x,u,v)$-dependent noise and Markov jumps
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Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
The iterative solution to LQ zero-sum stochastic differential games
The iterative solution to discrete-time $H_\infty$ control problems for periodic systems

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