Pages that link to "Item:Q1743384"
From MaRDI portal
The following pages link to The iterative solution to LQ zero-sum stochastic differential games (Q1743384):
Displaying 6 items.
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games (Q962194) (← links)
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games (Q1000004) (← links)
- A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: economic applications (Q2672406) (← links)
- Relative Value Iteration for Stochastic Differential Games (Q2926593) (← links)
- An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)
- An iterative method for an equilibrium point of linear quadratic stochastic differential games with state and control-dependent noise (Q5223862) (← links)