An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
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Publication:962194
DOI10.1016/J.SYSCONLE.2009.11.006zbMATH Open1186.93077OpenAlexW2078790707MaRDI QIDQ962194FDOQ962194
Authors: Yantao Feng, Brian D. O. Anderson 
Publication date: 6 April 2010
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2009.11.006
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Cited In (11)
- The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems
- Price game and chaos control among three oligarchs with different rationalities in property insurance market
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
- The iterative solution to LQ zero-sum stochastic differential games
- An iterative method for an equilibrium point of linear quadratic stochastic differential games with state and control-dependent noise
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
- Almost sure exponential stability of large-scale stochastic nonlinear systems
- Title not available (Why is that?)
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
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